+42.0%
SOFI vs IEF
-11.1%
+53.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.8% |
| 7D | -4.9% | -1.3% | -3.6% | -4.0% |
| 30D | -3.5% | -1.7% | -1.7% | -2.2% |
| 3M | +3.9% | -2.5% | +6.4% | +5.9% |
| 6M | -6.5% | -3.3% | -3.3% | -4.2% |
| YTD | -33.8% | -2.8% | -31.0% | -32.4% |
| 1Y | -33.3% | -2.7% | -30.6% | -31.9% |
| 3Y | +94.6% | +8.9% | +85.7% | +81.6% |
| 5Y | +13.3% | -9.4% | +22.7% | -0.9% |
| All | +42.0% | -11.1% | +53.1% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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