-33.3%
SOFI vs IRM
+22.0%
-55.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.4% |
| 7D | -4.9% | -1.4% | -3.5% | -4.3% |
| 30D | -3.5% | -7.4% | +3.9% | +0.1% |
| 3M | +3.9% | -7.4% | +11.3% | +7.3% |
| 6M | -6.5% | +8.7% | -15.2% | -10.6% |
| YTD | -33.8% | +40.9% | -74.8% | -45.5% |
| 1Y | -33.3% | +20.5% | -53.8% | -38.5% |
| All | -33.3% | +22.0% | -55.3% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling