-16.5%
SOUN vs IAG
+621.0%
-637.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.4% |
| 7D | -7.1% | -1.1% | -6.0% | -7.0% |
| 30D | -15.4% | +12.1% | -27.5% | -16.8% |
| 3M | -10.6% | +25.5% | -36.1% | -13.4% |
| 6M | -19.6% | -7.1% | -12.5% | -20.0% |
| YTD | -37.2% | +22.9% | -60.1% | -39.1% |
| 1Y | -57.1% | +83.3% | -140.4% | -59.5% |
| 3Y | +178.2% | +808.5% | -630.3% | +150.3% |
| All | -16.5% | +621.0% | -637.5% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling