-13.6%
SOUN vs IOT
+187.6%
-201.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.4% | +0.7% |
| 7D | -4.4% | +5.1% | -9.5% | -7.2% |
| 30D | -13.1% | -3.0% | -10.1% | -12.1% |
| 3M | -7.7% | +15.0% | -22.7% | -16.8% |
| 6M | -21.2% | +13.1% | -34.3% | -28.6% |
| YTD | -35.0% | +9.0% | -44.0% | -41.6% |
| 1Y | -56.4% | +0.1% | -56.5% | -59.1% |
| 3Y | +181.7% | +26.4% | +155.3% | +112.1% |
| All | -13.6% | +187.6% | -201.2% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling