-32.7%
SOFI vs IWD
+72.9%
-105.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.8% |
| 7D | -4.9% | +2.3% | -7.1% | -9.6% |
| 30D | +8.4% | +3.6% | +4.9% | +0.6% |
| 3M | -16.3% | +2.2% | -18.5% | -19.9% |
| 6M | +0.7% | +13.0% | -12.2% | -23.0% |
| YTD | -41.1% | +26.5% | -67.6% | -65.3% |
| 1Y | -45.7% | +30.1% | -75.8% | -70.0% |
| 3Y | +119.0% | +84.9% | +34.2% | -38.8% |
| All | -32.7% | +72.9% | -105.6% | -77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling