+42.0%
SOFI vs IEMG
+52.2%
-10.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -1.1% |
| 7D | -4.9% | -1.3% | -3.6% | -3.1% |
| 30D | -3.5% | +1.9% | -5.4% | -6.0% |
| 3M | +3.9% | +1.4% | +2.5% | +0.8% |
| 6M | -6.5% | +15.2% | -21.7% | -26.9% |
| YTD | -33.8% | +23.8% | -57.7% | -54.8% |
| 1Y | -33.3% | +30.7% | -63.9% | -57.9% |
| 3Y | +94.6% | +83.3% | +11.3% | -29.1% |
| 5Y | +13.3% | +48.8% | -35.5% | -37.7% |
| All | +42.0% | +52.2% | -10.2% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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