-40.8%
SOFI vs IOT
+8.2%
-49.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.5% | +2.8% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | +9.2% | +1.0% | +8.2% | +8.7% |
| 3M | -7.1% | +10.9% | -18.0% | -9.5% |
| 6M | +7.3% | +39.9% | -32.6% | -2.2% |
| YTD | -33.6% | +20.8% | -54.4% | -40.5% |
| 1Y | -40.8% | +10.6% | -51.4% | -48.3% |
| All | -40.8% | +8.2% | -49.0% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling