+10.5%
SOFI vs IBB
+20.0%
-9.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -2.6% |
| 7D | -2.9% | -3.9% | +1.0% | +2.5% |
| 30D | -4.4% | +2.7% | -7.1% | -8.1% |
| 3M | +5.2% | +21.4% | -16.1% | -20.4% |
| 6M | -7.8% | +20.1% | -27.8% | -29.4% |
| YTD | -33.8% | +21.9% | -55.7% | -51.1% |
| 1Y | -33.3% | +44.1% | -77.4% | -61.8% |
| 3Y | +102.7% | +63.4% | +39.3% | -3.5% |
| 5Y | +10.5% | +19.8% | -9.3% | -16.7% |
| All | +10.5% | +20.0% | -9.5% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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