-16.5%
SOUN vs IEF
+2.0%
-18.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.4% |
| 7D | -7.1% | -1.3% | -5.8% | -7.4% |
| 30D | -15.4% | -1.7% | -13.7% | -15.7% |
| 3M | -10.6% | -2.5% | -8.0% | -11.1% |
| 6M | -19.6% | -3.3% | -16.4% | -20.5% |
| YTD | -37.2% | -2.8% | -34.4% | -37.7% |
| 1Y | -57.1% | -2.7% | -54.3% | -57.4% |
| 3Y | +178.2% | +8.9% | +169.3% | +187.6% |
| All | -16.5% | +2.0% | -18.5% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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