-10.1%
SOUN vs IBB
+79.5%
-89.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +1.4% |
| 7D | -5.2% | +1.4% | -6.6% | -7.5% |
| 30D | +4.8% | +10.5% | -5.7% | -11.7% |
| 3M | -15.9% | +23.6% | -39.5% | -41.9% |
| 6M | -17.4% | +22.6% | -40.0% | -42.7% |
| YTD | -32.4% | +25.7% | -58.1% | -55.1% |
| 1Y | -49.3% | +51.4% | -100.7% | -75.8% |
| 3Y | +167.5% | +64.4% | +103.1% | +18.6% |
| All | -10.1% | +79.5% | -89.6% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling