+49.3%
SOFI vs IWD
+108.3%
-59.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -0.1% |
| 7D | +0.9% | -0.3% | +1.2% | +1.6% |
| 30D | -0.2% | +0.6% | -0.8% | -1.3% |
| 3M | +6.2% | +7.2% | -1.0% | -8.0% |
| 6M | -2.6% | +16.2% | -18.8% | -28.9% |
| YTD | -30.4% | +23.3% | -53.7% | -55.3% |
| 1Y | -28.2% | +29.6% | -57.8% | -58.0% |
| 3Y | +107.3% | +70.5% | +36.8% | -24.3% |
| 5Y | +20.2% | +73.5% | -53.3% | -55.0% |
| All | +49.3% | +108.3% | -59.0% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling