-12.4%
SOUN vs IAG
+615.7%
-628.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.3% |
| 7D | -4.1% | +4.3% | -8.3% | -4.6% |
| 30D | -18.1% | +9.8% | -27.9% | -19.2% |
| 3M | -12.3% | +28.9% | -41.2% | -15.3% |
| 6M | -18.6% | -7.6% | -11.0% | -18.9% |
| YTD | -34.1% | +22.0% | -56.1% | -36.0% |
| 1Y | -57.0% | +99.5% | -156.5% | -59.6% |
| 3Y | +185.7% | +818.3% | -632.6% | +158.0% |
| All | -12.4% | +615.7% | -628.1% | -32.1% |
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