-32.7%
SOFI vs IP
-13.5%
-19.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -2.1% |
| 7D | -4.9% | -0.3% | -4.6% | -4.7% |
| 30D | +8.4% | +7.9% | +0.5% | +4.5% |
| 3M | -16.3% | -15.3% | -1.0% | -9.2% |
| 6M | +0.7% | +10.5% | -9.8% | -5.6% |
| YTD | -41.1% | -9.4% | -31.7% | -40.4% |
| 1Y | -45.7% | -4.6% | -41.1% | -46.9% |
| 3Y | +119.0% | +21.2% | +97.8% | +75.4% |
| All | -32.7% | -13.5% | -19.2% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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