-47.9%
SOUN vs IAG
+543.1%
-590.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.5% | +1.4% |
| 7D | -9.5% | +3.4% | -12.9% | -10.0% |
| 30D | -21.3% | -2.7% | -18.6% | -21.2% |
| 3M | -47.2% | -0.5% | -46.7% | -47.4% |
| 6M | -53.7% | -4.8% | -48.9% | -53.8% |
| YTD | -60.8% | +9.6% | -70.4% | -61.5% |
| 1Y | -70.9% | +32.2% | -103.1% | -71.8% |
| 3Y | +118.4% | +692.5% | -574.1% | +97.9% |
| All | -47.9% | +543.1% | -590.9% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling