-53.5%
SOUN vs IOVA
-49.1%
-4.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.4% |
| 7D | -15.1% | -3.5% | -11.6% | -14.5% |
| 30D | -23.0% | -45.4% | +22.4% | -15.7% |
| 3M | -53.3% | +19.0% | -72.4% | -56.7% |
| 6M | -58.6% | +112.0% | -170.6% | -66.6% |
| YTD | -65.0% | +184.2% | -249.2% | -74.3% |
| 1Y | -71.4% | +222.0% | -293.4% | -79.6% |
| 3Y | +75.4% | +92.6% | -17.2% | +11.9% |
| All | -53.5% | -49.1% | -4.4% | -64.2% |
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