+117.4%
IBM vs SOUN
-55.2%
+172.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.5% |
| 7D | -1.7% | -9.5% | +7.8% | -1.5% |
| 30D | +10.1% | -21.3% | +31.4% | +10.7% |
| 3M | +4.8% | -47.2% | +52.1% | +6.4% |
| 6M | +12.6% | -53.7% | +66.3% | +14.5% |
| YTD | -13.9% | -60.8% | +46.9% | -12.3% |
| 1Y | -18.7% | -70.9% | +52.2% | -16.9% |
| 3Y | +81.9% | +118.4% | -36.5% | +78.8% |
| All | +117.4% | -55.2% | +172.6% | +114.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling