+15.4%
SOFI vs IQV
-0.1%
+15.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.4% |
| 7D | -4.9% | -2.2% | -2.7% | -3.6% |
| 30D | -3.5% | +8.3% | -11.8% | -8.1% |
| 3M | +3.9% | +44.6% | -40.7% | -20.2% |
| 6M | -6.5% | +52.6% | -59.1% | -31.6% |
| YTD | -33.8% | +16.1% | -50.0% | -42.3% |
| 1Y | -33.3% | +37.3% | -70.6% | -49.3% |
| 3Y | +94.6% | +21.6% | +73.0% | +56.2% |
| All | +15.4% | -0.1% | +15.5% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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