-13.6%
SOUN vs IOVA
-44.7%
+31.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.8% |
| 7D | -4.4% | -2.2% | -2.2% | -4.0% |
| 30D | -13.1% | +31.7% | -44.9% | -18.1% |
| 3M | -7.7% | +117.3% | -125.0% | -22.7% |
| 6M | -21.2% | +55.8% | -77.0% | -30.8% |
| YTD | -35.0% | +208.8% | -243.8% | -51.3% |
| 1Y | -56.4% | +255.7% | -312.1% | -68.9% |
| 3Y | +181.7% | +41.7% | +140.1% | +99.9% |
| All | -13.6% | -44.7% | +31.1% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling