+188.0%
SOUN vs IAG
+817.0%
-629.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -2.0% |
| 7D | -4.4% | +1.7% | -6.1% | -5.0% |
| 30D | -13.1% | +11.4% | -24.6% | -16.4% |
| 3M | -7.7% | +33.0% | -40.7% | -16.1% |
| 6M | -21.2% | -6.0% | -15.2% | -21.6% |
| YTD | -35.0% | +24.6% | -59.6% | -40.9% |
| 1Y | -56.4% | +105.0% | -161.4% | -65.5% |
| All | +188.0% | +817.0% | -629.0% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling