+42.0%
SOFI vs IOVA
-81.6%
+123.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.0% | -0.3% |
| 7D | -4.9% | -2.2% | -2.8% | -4.6% |
| 30D | -3.5% | +27.6% | -31.1% | -7.9% |
| 3M | +3.9% | +117.2% | -113.3% | -12.2% |
| 6M | -6.5% | +77.7% | -84.2% | -19.3% |
| YTD | -33.8% | +215.0% | -248.9% | -49.8% |
| 1Y | -33.3% | +255.4% | -288.7% | -51.7% |
| 3Y | +94.6% | +42.6% | +52.0% | +38.2% |
| 5Y | +13.3% | -62.2% | +75.5% | 0.0% |
| All | +42.0% | -81.6% | +123.6% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling