-10.1%
SOUN vs IWD
+75.1%
-85.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +1.5% |
| 7D | -5.2% | -0.3% | -4.9% | -4.7% |
| 30D | +4.8% | +0.6% | +4.2% | +3.6% |
| 3M | -15.9% | +7.2% | -23.1% | -27.6% |
| 6M | -17.4% | +16.2% | -33.6% | -40.6% |
| YTD | -32.4% | +23.3% | -55.7% | -57.0% |
| 1Y | -49.3% | +29.6% | -78.9% | -70.8% |
| 3Y | +167.5% | +70.5% | +97.0% | +1.0% |
| All | -10.1% | +75.1% | -85.2% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling