+103.6%
IBM vs SOUN
-28.0%
+131.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -2.4% |
| 7D | -0.3% | -6.8% | +6.5% | -0.1% |
| 30D | -1.8% | -15.2% | +13.4% | -1.5% |
| 3M | -13.5% | -7.0% | -6.5% | -13.4% |
| 6M | -5.1% | -20.5% | +15.4% | -4.8% |
| YTD | -19.4% | -37.0% | +17.6% | -18.8% |
| 1Y | -6.5% | -55.3% | +48.8% | -5.5% |
| 3Y | +73.8% | +173.0% | -99.2% | +69.1% |
| All | +103.6% | -28.0% | +131.5% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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