-16.5%
SOUN vs IJH
+55.8%
-72.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.9% |
| 7D | -7.1% | -1.9% | -5.3% | -3.6% |
| 30D | -15.4% | -4.6% | -10.8% | -7.0% |
| 3M | -10.6% | -1.2% | -9.4% | -7.9% |
| 6M | -19.6% | +9.4% | -29.0% | -32.3% |
| YTD | -37.2% | +13.3% | -50.5% | -50.1% |
| 1Y | -57.1% | +13.4% | -70.5% | -65.5% |
| 3Y | +178.2% | +50.4% | +127.8% | +55.6% |
| All | -16.5% | +55.8% | -72.3% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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