-7.0%
SONY vs IRE
-97.6%
+90.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -23.2% | +25.4% | +2.1% |
| 7D | +2.9% | -46.8% | +49.7% | +2.8% |
| 30D | +10.2% | -75.5% | +85.7% | +10.3% |
| 3M | +16.1% | -79.4% | +95.5% | +16.1% |
| 6M | +32.1% | -91.3% | +123.4% | +33.2% |
| YTD | +1.4% | -90.8% | +92.2% | +0.6% |
| 1Y | -7.0% | -97.7% | +90.7% | -6.2% |
| All | -7.0% | -97.6% | +90.5% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling