-16.5%
SOUN vs IOT
+185.6%
-202.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.2% |
| 7D | -7.1% | -4.5% | -2.6% | -4.8% |
| 30D | -15.4% | -2.4% | -13.0% | -14.6% |
| 3M | -10.6% | +19.0% | -29.5% | -20.9% |
| 6M | -19.6% | +19.6% | -39.3% | -29.5% |
| YTD | -37.2% | +8.3% | -45.5% | -43.3% |
| 1Y | -57.1% | -0.8% | -56.3% | -59.6% |
| 3Y | +178.2% | +24.4% | +153.8% | +111.4% |
| All | -16.5% | +185.6% | -202.1% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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