+10.5%
SOFI vs IWD
+72.9%
-62.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -2.5% |
| 7D | -2.9% | -1.2% | -1.7% | -0.2% |
| 30D | -4.4% | -1.6% | -2.7% | -0.6% |
| 3M | +5.2% | +7.0% | -1.8% | -9.5% |
| 6M | -7.8% | +17.0% | -24.7% | -35.0% |
| YTD | -33.8% | +21.6% | -55.4% | -57.4% |
| 1Y | -33.3% | +28.0% | -61.3% | -61.3% |
| 3Y | +102.7% | +70.6% | +32.1% | -31.9% |
| 5Y | +10.5% | +73.3% | -62.9% | -60.8% |
| All | +10.5% | +72.9% | -62.5% | -60.8% |
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