-13.6%
SOUN vs IWD
+72.7%
-86.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.1% |
| 7D | -4.4% | -1.2% | -3.3% | -2.0% |
| 30D | -13.1% | -1.6% | -11.5% | -9.9% |
| 3M | -7.7% | +7.0% | -14.7% | -20.4% |
| 6M | -21.2% | +17.0% | -38.1% | -44.1% |
| YTD | -35.0% | +21.6% | -56.6% | -57.3% |
| 1Y | -56.4% | +28.0% | -84.4% | -74.1% |
| 3Y | +181.7% | +70.6% | +111.2% | +7.7% |
| All | -13.6% | +72.7% | -86.3% | -56.4% |
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