-13.6%
SOUN vs IEF
+2.9%
-16.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -4.4% | -0.3% | -4.1% | -4.5% |
| 30D | -13.1% | -0.6% | -12.6% | -13.2% |
| 3M | -7.7% | -1.0% | -6.7% | -7.9% |
| 6M | -21.2% | -3.1% | -18.1% | -22.2% |
| YTD | -35.0% | -1.9% | -33.1% | -35.4% |
| 1Y | -56.4% | -1.4% | -55.0% | -56.5% |
| 3Y | +181.7% | +9.8% | +172.0% | +191.2% |
| All | -13.6% | +2.9% | -16.5% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling