-45.2%
SOUN vs IWD
+75.6%
-120.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -2.7% |
| 7D | -2.6% | -0.5% | -2.1% | -1.8% |
| 30D | -27.0% | +2.7% | -29.7% | -31.2% |
| 3M | -41.9% | +0.9% | -42.8% | -43.1% |
| 6M | -56.1% | +10.5% | -66.7% | -65.0% |
| YTD | -58.8% | +23.7% | -82.5% | -74.0% |
| 1Y | -71.1% | +28.7% | -99.8% | -83.3% |
| 3Y | +130.9% | +79.7% | +51.2% | -19.6% |
| All | -45.2% | +75.6% | -120.8% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling