+42.0%
SOFI vs IAG
+426.2%
-384.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -4.9% | -1.1% | -3.9% | -4.8% |
| 30D | -3.5% | +12.1% | -15.6% | -5.7% |
| 3M | +3.9% | +25.5% | -21.6% | -1.2% |
| 6M | -6.5% | -7.1% | +0.6% | -6.5% |
| YTD | -33.8% | +22.9% | -56.7% | -38.0% |
| 1Y | -33.3% | +83.3% | -116.6% | -42.4% |
| 3Y | +94.6% | +808.5% | -713.9% | +17.3% |
| 5Y | +13.3% | +838.0% | -824.7% | -37.9% |
| All | +42.0% | +426.2% | -384.3% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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