+42.0%
SOFI vs IBN
+108.6%
-66.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.2% | -0.5% |
| 7D | -4.9% | -3.0% | -1.9% | -3.1% |
| 30D | -3.5% | -1.5% | -1.9% | -2.6% |
| 3M | +3.9% | +7.9% | -4.0% | -0.8% |
| 6M | -6.5% | +8.6% | -15.2% | -11.0% |
| YTD | -33.8% | -0.6% | -33.3% | -34.1% |
| 1Y | -33.3% | -7.3% | -26.0% | -31.1% |
| 3Y | +94.6% | +26.2% | +68.4% | +59.5% |
| 5Y | +13.3% | +57.8% | -44.6% | -18.7% |
| All | +42.0% | +108.6% | -66.7% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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