-48.4%
SOUN vs IWD
+79.1%
-127.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.5% | -4.5% |
| 7D | -6.1% | +1.6% | -7.6% | -9.4% |
| 30D | -28.2% | +3.6% | -31.8% | -33.7% |
| 3M | -48.1% | +2.0% | -50.2% | -50.5% |
| 6M | -56.4% | +13.1% | -69.5% | -66.8% |
| YTD | -61.2% | +26.2% | -87.4% | -76.6% |
| 1Y | -73.1% | +29.6% | -102.7% | -84.7% |
| 3Y | +116.2% | +84.3% | +31.9% | -28.6% |
| All | -48.4% | +79.1% | -127.5% | -76.0% |
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