-52.0%
SOUN vs IOVA
-49.9%
-2.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -5.7% | -2.2% | -6.9% |
| 7D | -15.5% | -1.4% | -14.1% | -15.3% |
| 30D | -26.2% | -47.4% | +21.1% | -18.7% |
| 3M | -51.4% | +13.2% | -64.6% | -54.4% |
| 6M | -55.3% | +114.3% | -169.7% | -64.1% |
| YTD | -63.9% | +179.5% | -243.4% | -73.4% |
| 1Y | -72.8% | +200.4% | -273.2% | -80.3% |
| 3Y | +101.1% | +92.2% | +8.9% | +28.2% |
| All | -52.0% | -49.9% | -2.1% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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