+41.1%
SOFI vs IVZ
+129.3%
-88.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -7.0% | -2.4% | -4.6% | -5.4% |
| 30D | -4.3% | +2.5% | -6.8% | -5.9% |
| 3M | +8.4% | +17.1% | -8.6% | -3.7% |
| 6M | -5.9% | +35.1% | -41.1% | -25.1% |
| YTD | -34.3% | +24.3% | -58.6% | -44.7% |
| 1Y | -32.6% | +48.7% | -81.2% | -50.3% |
| 3Y | +101.3% | +135.6% | -34.3% | +4.5% |
| 5Y | +12.6% | +60.3% | -47.8% | -29.7% |
| All | +41.1% | +129.3% | -88.2% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling