+42.0%
SOFI vs IAG
+433.5%
-391.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -5.9% | -4.2% |
| 7D | -2.9% | +1.7% | -4.5% | -3.2% |
| 30D | -4.4% | +11.4% | -15.8% | -6.5% |
| 3M | +5.2% | +33.0% | -27.8% | -1.1% |
| 6M | -7.8% | -6.0% | -1.8% | -8.0% |
| YTD | -33.8% | +24.6% | -58.4% | -38.1% |
| 1Y | -33.3% | +105.0% | -138.3% | -43.6% |
| 3Y | +102.7% | +837.9% | -735.2% | +21.5% |
| 5Y | +10.5% | +817.0% | -806.5% | -39.2% |
| All | +42.0% | +433.5% | -391.5% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling