-16.3%
SOUN vs IWF
+98.7%
-114.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -1.3% |
| 7D | -6.8% | -1.7% | -5.1% | -3.7% |
| 30D | -15.2% | -1.8% | -13.4% | -12.1% |
| 3M | -7.0% | +1.5% | -8.4% | -8.7% |
| 6M | -20.5% | +7.7% | -28.2% | -28.6% |
| YTD | -37.0% | +2.7% | -39.7% | -37.8% |
| 1Y | -55.3% | +6.8% | -62.1% | -58.3% |
| 3Y | +173.0% | +76.9% | +96.2% | +29.6% |
| All | -16.3% | +98.7% | -114.9% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling