+15.4%
SOFI vs IJH
+48.0%
-32.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | -0.9% |
| 7D | -4.9% | -1.9% | -3.1% | -1.4% |
| 30D | -3.5% | -4.6% | +1.2% | +6.2% |
| 3M | +3.9% | -1.2% | +5.1% | +7.2% |
| 6M | -6.5% | +9.4% | -15.9% | -20.4% |
| YTD | -33.8% | +13.3% | -47.2% | -47.5% |
| 1Y | -33.3% | +13.4% | -46.7% | -46.5% |
| 3Y | +94.6% | +50.4% | +44.2% | -0.6% |
| All | +15.4% | +48.0% | -32.6% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 5y: compounded portfolio wealth divided by compounded IJH 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…
5y analysis · Full analysis span regression · 6 months rolling