-10.1%
SOUN vs IR
+71.8%
-81.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.1% |
| 7D | -5.2% | -2.8% | -2.4% | -2.9% |
| 30D | +4.8% | -15.1% | +20.0% | +20.3% |
| 3M | -15.9% | +6.1% | -21.9% | -22.2% |
| 6M | -17.4% | -16.8% | -0.6% | -5.9% |
| YTD | -32.4% | -3.5% | -28.9% | -34.4% |
| 1Y | -49.3% | -3.5% | -45.8% | -51.3% |
| 3Y | +167.5% | +9.5% | +158.0% | +152.1% |
| All | -10.1% | +71.8% | -81.9% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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