-10.1%
SOUN vs IOVA
-42.3%
+32.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -5.2% | +9.7% | -14.9% | -6.9% |
| 30D | +4.8% | +102.5% | -97.7% | -9.8% |
| 3M | -15.9% | +100.7% | -116.5% | -28.4% |
| 6M | -17.4% | +106.3% | -123.7% | -31.6% |
| YTD | -32.4% | +222.0% | -254.4% | -49.7% |
| 1Y | -49.3% | +299.5% | -348.8% | -64.8% |
| 3Y | +167.5% | +42.9% | +124.5% | +89.7% |
| All | -10.1% | -42.3% | +32.2% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling