-16.5%
SOUN vs IJR
+50.5%
-67.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -1.3% |
| 7D | -7.1% | -2.2% | -5.0% | -3.4% |
| 30D | -15.4% | -4.6% | -10.8% | -7.8% |
| 3M | -10.6% | +0.2% | -10.8% | -10.7% |
| 6M | -19.6% | +14.7% | -34.4% | -36.9% |
| YTD | -37.2% | +18.9% | -56.1% | -53.4% |
| 1Y | -57.1% | +19.9% | -77.0% | -68.3% |
| 3Y | +178.2% | +53.0% | +125.2% | +53.3% |
| All | -16.5% | +50.5% | -67.0% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 10y: compounded portfolio wealth divided by compounded IJR 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…
10y analysis · Full analysis span regression · 6 months rolling