+179.1%
SOUN vs IVZ
+132.2%
+46.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.6% |
| 7D | -6.8% | -2.4% | -4.4% | -4.7% |
| 30D | -15.2% | +2.5% | -17.7% | -17.3% |
| 3M | -7.0% | +17.1% | -24.0% | -20.8% |
| 6M | -20.5% | +35.1% | -55.7% | -42.1% |
| YTD | -37.0% | +24.3% | -61.3% | -50.4% |
| 1Y | -55.3% | +48.7% | -104.0% | -70.6% |
| All | +179.1% | +132.2% | +46.9% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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