-80.9%
SOUN vs IRE
-98.1%
+17.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -14.4% | +11.3% | -1.3% |
| 7D | -15.1% | -31.8% | +16.8% | -11.3% |
| 30D | -23.0% | -71.8% | +48.8% | -13.5% |
| 3M | -53.3% | -88.9% | +35.6% | -42.2% |
| 6M | -58.6% | -95.4% | +36.8% | -46.8% |
| YTD | -65.0% | -94.2% | +29.2% | -61.7% |
| 1Y | -71.4% | -97.1% | +25.7% | -66.6% |
| All | -80.9% | -98.1% | +17.3% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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