-12.4%
SOUN vs IWD
+73.7%
-86.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -0.7% |
| 7D | -4.1% | -0.2% | -3.9% | -3.8% |
| 30D | -18.1% | -0.8% | -17.3% | -16.7% |
| 3M | -12.3% | +8.0% | -20.3% | -25.9% |
| 6M | -18.6% | +18.2% | -36.8% | -43.6% |
| YTD | -34.1% | +22.3% | -56.4% | -57.3% |
| 1Y | -57.0% | +28.9% | -85.9% | -74.9% |
| 3Y | +185.7% | +71.5% | +114.1% | +7.8% |
| All | -12.4% | +73.7% | -86.1% | -56.3% |
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