-16.5%
SOUN vs IOVA
-43.6%
+27.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -1.4% |
| 7D | -7.1% | -2.2% | -5.0% | -6.8% |
| 30D | -15.4% | +27.6% | -43.0% | -19.8% |
| 3M | -10.6% | +117.2% | -127.7% | -25.2% |
| 6M | -19.6% | +77.7% | -97.3% | -31.3% |
| YTD | -37.2% | +215.0% | -252.2% | -53.1% |
| 1Y | -57.1% | +255.4% | -312.4% | -69.4% |
| 3Y | +178.2% | +42.6% | +135.6% | +97.2% |
| All | -16.5% | -43.6% | +27.0% | -34.9% |
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