+521.5%
SONY vs IFF
+830.6%
-309.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | -5.8% | -2.8% | -3.0% | -4.8% |
| 30D | -0.4% | -1.1% | +0.7% | 0.0% |
| 3M | +13.3% | +13.8% | -0.5% | +7.7% |
| 6M | +8.5% | +16.7% | -8.2% | +1.1% |
| YTD | -8.1% | +26.1% | -34.2% | -17.0% |
| 1Y | -17.9% | +33.5% | -51.4% | -27.6% |
| 3Y | +41.4% | +31.6% | +9.8% | +22.3% |
| 5Y | +9.3% | -34.9% | +44.1% | +18.4% |
| 10Y | +283.0% | -20.3% | +303.3% | +260.9% |
| All | +521.5% | +830.6% | -309.1% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling