-16.3%
SOUN vs IJH
+54.6%
-70.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.1% | -1.2% |
| 7D | -6.8% | -2.5% | -4.3% | -2.0% |
| 30D | -15.2% | -5.0% | -10.2% | -6.1% |
| 3M | -7.0% | +0.5% | -7.5% | -7.3% |
| 6M | -20.5% | +8.2% | -28.7% | -31.6% |
| YTD | -37.0% | +12.5% | -49.5% | -49.2% |
| 1Y | -55.3% | +14.4% | -69.7% | -64.7% |
| 3Y | +173.0% | +49.5% | +123.5% | +54.9% |
| All | -16.3% | +54.6% | -70.9% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling