+286.6%
SONY vs IFF
-20.3%
+306.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -2.7% | -3.2% | +0.5% | -1.8% |
| 30D | +1.5% | -0.3% | +1.8% | +1.6% |
| 3M | +13.0% | +8.4% | +4.6% | +10.0% |
| 6M | +11.2% | +23.0% | -11.8% | +3.6% |
| YTD | -6.6% | +25.5% | -32.1% | -13.7% |
| 1Y | -18.1% | +29.1% | -47.2% | -25.2% |
| 3Y | +42.1% | +31.7% | +10.4% | +26.4% |
| 5Y | +11.0% | -35.2% | +46.3% | +20.5% |
| All | +286.6% | -20.3% | +306.8% | +267.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling