-48.4%
SOUN vs IBB
+83.9%
-132.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.4% | -2.8% |
| 7D | -6.1% | +0.8% | -6.9% | -7.8% |
| 30D | -28.2% | +5.2% | -33.4% | -34.2% |
| 3M | -48.1% | +8.6% | -56.7% | -55.6% |
| 6M | -56.4% | +27.8% | -84.2% | -72.1% |
| YTD | -61.2% | +28.8% | -90.0% | -75.5% |
| 1Y | -73.1% | +36.4% | -109.5% | -84.8% |
| 3Y | +116.2% | +89.3% | +26.9% | -24.4% |
| All | -48.4% | +83.9% | -132.3% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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