+59.5%
IWM vs SOUN
-28.0%
+87.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.8% |
| 7D | -2.5% | -6.8% | +4.3% | -2.2% |
| 30D | -4.4% | -15.2% | +10.8% | -3.6% |
| 3M | +2.2% | -7.0% | +9.2% | +2.4% |
| 6M | +14.0% | -20.5% | +34.5% | +14.8% |
| YTD | +17.4% | -37.0% | +54.4% | +19.3% |
| 1Y | +22.9% | -55.3% | +78.3% | +26.9% |
| 3Y | +62.1% | +173.0% | -111.0% | +48.2% |
| All | +59.5% | -28.0% | +87.5% | +44.5% |
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