-53.5%
SOUN vs IWD
+79.6%
-133.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.5% |
| 7D | -15.1% | +2.3% | -17.4% | -19.2% |
| 30D | -23.0% | +3.6% | -26.5% | -28.8% |
| 3M | -53.3% | +2.2% | -55.5% | -55.6% |
| 6M | -58.6% | +13.0% | -71.5% | -68.4% |
| YTD | -65.0% | +26.5% | -91.5% | -79.0% |
| 1Y | -71.4% | +30.1% | -101.6% | -83.9% |
| 3Y | +75.4% | +84.9% | -9.5% | -42.4% |
| All | -53.5% | +79.6% | -133.1% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling