-5.9%
SOFI vs IJR
+13.7%
-19.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +1.0% |
| 7D | -7.0% | -2.3% | -4.7% | -2.6% |
| 30D | -4.3% | -4.7% | +0.4% | +5.4% |
| 3M | +8.4% | +2.1% | +6.3% | +6.7% |
| 6M | -5.9% | +13.9% | -19.8% | -19.8% |
| All | -5.9% | +13.7% | -19.6% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling