+4.8%
IYR vs SOUN
-24.7%
+29.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | 0.0% |
| 7D | -0.4% | -4.1% | +3.7% | -0.3% |
| 30D | -2.5% | -18.1% | +15.6% | -2.1% |
| 3M | +1.5% | -12.3% | +13.7% | +1.6% |
| 6M | +3.9% | -18.6% | +22.4% | +4.0% |
| YTD | +9.5% | -34.1% | +43.6% | +10.1% |
| 1Y | +7.5% | -57.0% | +64.5% | +8.8% |
| 3Y | +30.8% | +185.7% | -154.9% | +24.1% |
| All | +4.8% | -24.7% | +29.4% | -0.7% |
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