+94.7%
SOFI vs IWD
+69.9%
+24.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -2.3% |
| 7D | -2.9% | -1.2% | -1.7% | +0.1% |
| 30D | -4.4% | -1.6% | -2.7% | -0.2% |
| 3M | +5.2% | +7.0% | -1.8% | -11.0% |
| 6M | -7.8% | +17.0% | -24.7% | -37.8% |
| YTD | -33.8% | +21.6% | -55.4% | -59.9% |
| 1Y | -33.3% | +28.0% | -61.3% | -64.2% |
| All | +94.7% | +69.9% | +24.8% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling