+49.3%
SOFI vs IP
+1.9%
+47.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.5% |
| 7D | +0.9% | -5.3% | +6.2% | +3.3% |
| 30D | -0.2% | -10.9% | +10.7% | +5.0% |
| 3M | +6.2% | +11.2% | -4.9% | +0.3% |
| 6M | -2.6% | -10.2% | +7.7% | +0.7% |
| YTD | -30.4% | -2.0% | -28.4% | -31.8% |
| 1Y | -28.2% | -19.1% | -9.1% | -23.1% |
| 3Y | +107.3% | +20.9% | +86.4% | +81.1% |
| 5Y | +20.2% | -17.8% | +38.0% | +8.8% |
| All | +49.3% | +1.9% | +47.4% | +58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling