-40.8%
SOFI vs IWD
+33.0%
-73.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | -1.7% |
| 7D | +1.4% | +2.5% | -1.1% | -3.7% |
| 30D | +9.2% | +6.0% | +3.2% | -3.0% |
| 3M | -7.1% | +3.8% | -10.8% | -13.6% |
| 6M | +7.3% | +16.3% | -9.1% | -21.3% |
| YTD | -33.6% | +27.5% | -61.1% | -62.4% |
| 1Y | -40.8% | +32.8% | -73.6% | -72.2% |
| All | -40.8% | +33.0% | -73.9% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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