+14.7%
SOFI vs IAG
+813.2%
-798.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | -7.0% | -4.1% | -3.0% | -6.2% |
| 30D | -4.3% | +10.6% | -14.9% | -6.3% |
| 3M | +8.4% | +35.4% | -26.9% | +1.3% |
| 6M | -5.9% | -9.5% | +3.6% | -5.4% |
| YTD | -34.3% | +21.8% | -56.1% | -38.4% |
| 1Y | -32.6% | +84.1% | -116.7% | -42.2% |
| 3Y | +101.3% | +817.4% | -716.1% | +18.0% |
| All | +14.7% | +813.2% | -798.5% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling