+94.6%
SOFI vs IVZ
+134.7%
-40.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.3% |
| 7D | -4.9% | -2.4% | -2.6% | -3.0% |
| 30D | -3.5% | +3.0% | -6.5% | -5.7% |
| 3M | +3.9% | +14.9% | -11.0% | -7.7% |
| 6M | -6.5% | +36.7% | -43.3% | -28.5% |
| YTD | -33.8% | +25.7% | -59.5% | -46.1% |
| 1Y | -33.3% | +47.7% | -81.0% | -52.9% |
| 3Y | +94.6% | +138.8% | -44.2% | -10.1% |
| All | +94.6% | +134.7% | -40.1% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 3y: compounded portfolio wealth divided by compounded IVZ 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…
3y analysis · Full analysis span regression · 6 months rolling