-19.3%
SONY vs IRE
-82.8%
+63.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +10.2% | -14.4% | -4.2% |
| 7D | -5.2% | +58.9% | -64.1% | -5.4% |
| 30D | +0.3% | +17.2% | -16.9% | +0.2% |
| 3M | +6.2% | -58.6% | +64.8% | +8.2% |
| 6M | +9.5% | -23.5% | +33.0% | +8.7% |
| YTD | -8.1% | -47.4% | +39.3% | -9.0% |
| All | -19.3% | -82.8% | +63.6% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling