+188.0%
SOUN vs IRM
+102.2%
+85.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -0.8% |
| 7D | -4.4% | +3.0% | -7.4% | -6.5% |
| 30D | -13.1% | -5.2% | -7.9% | -10.1% |
| 3M | -7.7% | -8.0% | +0.3% | -3.4% |
| 6M | -21.2% | +9.2% | -30.3% | -28.8% |
| YTD | -35.0% | +41.0% | -76.0% | -52.9% |
| 1Y | -56.4% | +23.3% | -79.6% | -64.7% |
| All | +188.0% | +102.2% | +85.8% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 3y: compounded portfolio wealth divided by compounded IRM 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…
3y analysis · Full analysis span regression · 6 months rolling