+41.1%
SOFI vs IEF
-11.0%
+52.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.1% |
| 7D | -7.0% | -1.2% | -5.8% | -6.2% |
| 30D | -4.3% | -1.5% | -2.8% | -3.2% |
| 3M | +8.4% | -1.7% | +10.1% | +10.0% |
| 6M | -5.9% | -3.5% | -2.4% | -3.4% |
| YTD | -34.3% | -2.6% | -31.6% | -32.9% |
| 1Y | -32.6% | -2.4% | -30.2% | -31.3% |
| 3Y | +101.3% | +8.9% | +92.4% | +87.8% |
| 5Y | +12.6% | -9.2% | +21.8% | -1.7% |
| All | +41.1% | -11.0% | +52.0% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling