+77.0%
IEMG vs SOUN
-28.0%
+105.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.9% |
| 7D | -0.9% | -6.8% | +6.0% | -0.7% |
| 30D | +2.1% | -15.2% | +17.4% | +2.6% |
| 3M | +4.6% | -7.0% | +11.6% | +4.7% |
| 6M | +14.0% | -20.5% | +34.5% | +14.4% |
| YTD | +22.3% | -37.0% | +59.3% | +23.3% |
| 1Y | +30.7% | -55.3% | +86.0% | +32.5% |
| 3Y | +83.2% | +173.0% | -89.8% | +78.8% |
| All | +77.0% | -28.0% | +105.0% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling