+32.9%
SOFI vs IP
-5.5%
+38.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.7% |
| 7D | -3.3% | -5.1% | +1.8% | -1.0% |
| 30D | +3.5% | +8.5% | -5.0% | -0.2% |
| 3M | -10.4% | -13.8% | +3.4% | -4.4% |
| 6M | -0.6% | +5.7% | -6.3% | -4.1% |
| YTD | -38.1% | -9.1% | -29.0% | -37.4% |
| 1Y | -40.3% | -0.8% | -39.5% | -42.4% |
| 3Y | +116.4% | +14.8% | +101.6% | +92.8% |
| 5Y | -28.2% | -11.5% | -16.7% | -30.9% |
| All | +32.9% | -5.5% | +38.3% | +45.2% |
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