+47.6%
SOFI vs IBN
+109.6%
-62.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | +0.4% |
| 7D | +5.6% | -2.2% | +7.8% | +7.1% |
| 30D | -2.0% | -2.3% | +0.3% | -0.6% |
| 3M | +9.2% | +15.9% | -6.7% | -0.3% |
| 6M | -4.7% | +5.6% | -10.3% | -7.8% |
| YTD | -31.2% | -0.1% | -31.1% | -31.6% |
| 1Y | -30.6% | -6.5% | -24.1% | -28.8% |
| 3Y | +110.6% | +29.3% | +81.3% | +69.8% |
| 5Y | +16.4% | +56.6% | -40.1% | -16.4% |
| All | +47.6% | +109.6% | -62.0% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling