+119.0%
SOFI vs IWD
+85.1%
+33.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.9% |
| 7D | -4.9% | +2.3% | -7.1% | -10.0% |
| 30D | +8.4% | +3.6% | +4.9% | -0.1% |
| 3M | -16.3% | +2.2% | -18.5% | -20.2% |
| 6M | +0.7% | +13.0% | -12.2% | -25.0% |
| YTD | -41.1% | +26.5% | -67.6% | -67.3% |
| 1Y | -45.7% | +30.1% | -75.8% | -72.0% |
| 3Y | +119.0% | +84.9% | +34.2% | -56.9% |
| All | +119.0% | +85.1% | +33.9% | -56.9% |
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