-16.3%
SOUN vs IAG
+614.9%
-631.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.8% |
| 7D | -6.8% | -4.1% | -2.8% | -6.3% |
| 30D | -15.2% | +10.6% | -25.9% | -16.5% |
| 3M | -7.0% | +35.4% | -42.3% | -10.7% |
| 6M | -20.5% | -9.5% | -11.0% | -20.7% |
| YTD | -37.0% | +21.8% | -58.8% | -38.8% |
| 1Y | -55.3% | +84.1% | -139.4% | -57.8% |
| 3Y | +173.0% | +817.4% | -644.3% | +146.6% |
| All | -16.3% | +614.9% | -631.2% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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