+14.9%
SONY vs IBN
+1,491.4%
-1,476.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.7% | -3.6% |
| 7D | -5.2% | -2.2% | -3.0% | -4.6% |
| 30D | +0.3% | -2.3% | +2.6% | +0.8% |
| 3M | +6.2% | +15.9% | -9.6% | +2.4% |
| 6M | +9.5% | +5.6% | +4.0% | +7.8% |
| YTD | -8.1% | -0.1% | -8.0% | -8.5% |
| 1Y | -17.9% | -6.5% | -11.4% | -17.1% |
| 3Y | +41.5% | +29.3% | +12.2% | +31.4% |
| 5Y | +11.8% | +56.6% | -44.7% | -1.4% |
| 10Y | +275.4% | +314.4% | -39.0% | +146.1% |
| All | +14.9% | +1,491.4% | -1,476.6% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling