+15.4%
SOFI vs IJR
+39.9%
-24.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | -0.3% |
| 7D | -4.9% | -2.2% | -2.8% | -1.1% |
| 30D | -3.5% | -4.6% | +1.1% | +5.3% |
| 3M | +3.9% | +0.2% | +3.7% | +4.4% |
| 6M | -6.5% | +14.7% | -21.2% | -25.5% |
| YTD | -33.8% | +18.9% | -52.7% | -50.6% |
| 1Y | -33.3% | +19.9% | -53.2% | -50.6% |
| 3Y | +94.6% | +53.0% | +41.6% | +0.6% |
| All | +15.4% | +39.9% | -24.5% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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