-10.1%
SOUN vs IRM
+148.1%
-158.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -1.0% |
| 7D | -5.2% | -0.5% | -4.7% | -5.0% |
| 30D | +4.8% | -8.1% | +12.9% | +9.5% |
| 3M | -15.9% | -9.7% | -6.2% | -11.4% |
| 6M | -17.4% | +10.0% | -27.4% | -23.9% |
| YTD | -32.4% | +43.0% | -75.4% | -47.8% |
| 1Y | -49.3% | +32.7% | -82.0% | -58.8% |
| 3Y | +167.5% | +102.7% | +64.7% | +63.4% |
| All | -10.1% | +148.1% | -158.3% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling