+75.4%
SOUN vs IRM
+112.1%
-36.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -2.6% |
| 7D | -15.1% | +6.8% | -21.9% | -18.9% |
| 30D | -23.0% | +2.6% | -25.6% | -25.1% |
| 3M | -53.3% | -9.5% | -43.9% | -50.8% |
| 6M | -58.6% | -8.5% | -50.1% | -57.1% |
| YTD | -65.0% | +40.3% | -105.3% | -74.9% |
| 1Y | -71.4% | +28.7% | -100.1% | -78.0% |
| 3Y | +75.4% | +111.8% | -36.5% | -54.7% |
| All | +75.4% | +112.1% | -36.7% | -54.7% |
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