+49.3%
SOFI vs IOVA
-81.2%
+130.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.7% |
| 7D | +0.9% | +9.7% | -8.9% | -0.7% |
| 30D | -0.2% | +102.5% | -102.7% | -13.5% |
| 3M | +6.2% | +100.7% | -94.4% | -8.9% |
| 6M | -2.6% | +106.3% | -108.9% | -18.4% |
| YTD | -30.4% | +222.0% | -252.4% | -47.4% |
| 1Y | -28.2% | +299.5% | -327.8% | -49.4% |
| 3Y | +107.3% | +42.9% | +64.4% | +47.4% |
| 5Y | +20.2% | -65.0% | +85.2% | +8.2% |
| All | +49.3% | -81.2% | +130.5% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling