+26.4%
SOFI vs IWD
+113.7%
-87.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.8% |
| 7D | -4.9% | +2.3% | -7.1% | -9.3% |
| 30D | +8.4% | +3.6% | +4.9% | +1.1% |
| 3M | -16.3% | +2.2% | -18.5% | -19.6% |
| 6M | +0.7% | +13.0% | -12.2% | -21.6% |
| YTD | -41.1% | +26.5% | -67.6% | -64.0% |
| 1Y | -45.7% | +30.1% | -75.8% | -68.7% |
| 3Y | +119.0% | +84.9% | +34.2% | -31.9% |
| 5Y | -32.2% | +73.4% | -105.6% | -75.2% |
| All | +26.4% | +113.7% | -87.3% | -64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling