+66.0%
IWM vs SOUN
+177.2%
-111.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | -0.2% |
| 7D | +1.4% | -4.1% | +5.5% | +1.8% |
| 30D | -2.3% | -18.1% | +15.8% | -0.6% |
| 3M | +4.0% | -12.3% | +16.2% | +4.8% |
| 6M | +17.9% | -18.6% | +36.5% | +18.8% |
| YTD | +20.2% | -34.1% | +54.3% | +23.0% |
| 1Y | +25.0% | -57.0% | +82.0% | +31.9% |
| 3Y | +66.0% | +185.7% | -119.7% | +31.4% |
| All | +66.0% | +177.2% | -111.2% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling