-16.5%
SOUN vs IWF
+100.2%
-116.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.8% |
| 7D | -7.1% | -0.9% | -6.2% | -5.4% |
| 30D | -15.4% | -1.7% | -13.7% | -12.5% |
| 3M | -10.6% | +0.7% | -11.2% | -11.0% |
| 6M | -19.6% | +8.6% | -28.2% | -29.0% |
| YTD | -37.2% | +3.5% | -40.7% | -38.9% |
| 1Y | -57.1% | +7.0% | -64.1% | -60.2% |
| 3Y | +178.2% | +76.3% | +101.9% | +32.1% |
| All | -16.5% | +100.2% | -116.8% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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