-10.1%
SOUN vs IVZ
+112.5%
-122.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.8% |
| 7D | -5.2% | +0.6% | -5.8% | -5.7% |
| 30D | +4.8% | +4.0% | +0.8% | +1.6% |
| 3M | -15.9% | +18.2% | -34.0% | -26.1% |
| 6M | -17.4% | +32.8% | -50.2% | -34.3% |
| YTD | -32.4% | +28.7% | -61.1% | -44.9% |
| 1Y | -49.3% | +55.4% | -104.7% | -64.0% |
| 3Y | +167.5% | +135.2% | +32.2% | +38.2% |
| All | -10.1% | +112.5% | -122.6% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling