+9.3%
SONY vs IBN
+52.7%
-43.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -5.8% | -5.5% | -0.3% | -3.9% |
| 30D | -0.4% | -3.4% | +3.0% | +0.8% |
| 3M | +13.3% | +8.7% | +4.6% | +9.8% |
| 6M | +8.5% | +3.7% | +4.8% | +6.7% |
| YTD | -8.1% | -2.4% | -5.7% | -7.8% |
| 1Y | -17.9% | -8.1% | -9.8% | -16.0% |
| 3Y | +41.4% | +26.3% | +15.1% | +25.4% |
| 5Y | +9.3% | +54.9% | -45.7% | -12.9% |
| All | +9.3% | +52.7% | -43.4% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IBN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling