-16.5%
SOUN vs IFF
-24.2%
+7.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -7.1% | -3.2% | -3.9% | -5.6% |
| 30D | -15.4% | -0.3% | -15.1% | -15.3% |
| 3M | -10.6% | +8.4% | -19.0% | -15.0% |
| 6M | -19.6% | +23.0% | -42.7% | -30.1% |
| YTD | -37.2% | +25.5% | -62.7% | -46.7% |
| 1Y | -57.1% | +29.1% | -86.1% | -64.5% |
| 3Y | +178.2% | +31.7% | +146.6% | +132.4% |
| All | -16.5% | -24.2% | +7.7% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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