+47.6%
SOFI vs IRM
+384.7%
-337.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | +5.6% | +1.6% | +4.0% | +4.6% |
| 30D | -2.0% | -4.2% | +2.2% | +0.3% |
| 3M | +9.2% | -5.4% | +14.5% | +12.3% |
| 6M | -4.7% | +12.0% | -16.7% | -11.6% |
| YTD | -31.2% | +42.0% | -73.3% | -45.2% |
| 1Y | -30.6% | +29.9% | -60.5% | -41.9% |
| 3Y | +110.6% | +104.4% | +6.3% | +40.4% |
| 5Y | +16.4% | +191.0% | -174.6% | -30.1% |
| All | +47.6% | +384.7% | -337.0% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling