+42.0%
SOFI vs IWD
+106.7%
-64.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -1.2% |
| 7D | -4.9% | -0.8% | -4.1% | -3.3% |
| 30D | -3.5% | -0.8% | -2.6% | -1.5% |
| 3M | +3.9% | +6.9% | -3.0% | -9.7% |
| 6M | -6.5% | +18.3% | -24.8% | -34.2% |
| YTD | -33.8% | +22.4% | -56.2% | -56.8% |
| 1Y | -33.3% | +27.4% | -60.7% | -59.6% |
| 3Y | +94.6% | +71.2% | +23.4% | -29.3% |
| 5Y | +13.3% | +75.7% | -62.4% | -57.5% |
| All | +42.0% | +106.7% | -64.7% | -57.1% |
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