-19.6%
SONY vs IRE
-84.0%
+64.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.8% | +6.4% | -0.4% |
| 7D | -4.9% | +29.0% | -34.0% | -5.0% |
| 30D | -1.6% | +24.2% | -25.8% | -1.8% |
| 3M | +10.0% | -53.2% | +63.2% | +11.5% |
| 6M | +8.4% | -36.0% | +44.5% | +7.8% |
| YTD | -8.4% | -51.0% | +42.6% | -9.4% |
| All | -19.6% | -84.0% | +64.5% | -19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling