+42.0%
SOFI vs IWF
+109.0%
-67.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.0% |
| 7D | -2.9% | +0.5% | -3.4% | -3.7% |
| 30D | -4.4% | -1.4% | -3.0% | -1.6% |
| 3M | +5.2% | +0.4% | +4.8% | +5.4% |
| 6M | -7.8% | +8.5% | -16.2% | -18.5% |
| YTD | -33.8% | +3.7% | -37.5% | -36.5% |
| 1Y | -33.3% | +8.5% | -41.7% | -39.5% |
| 3Y | +102.7% | +78.5% | +24.2% | -16.5% |
| 5Y | +10.5% | +73.6% | -63.2% | -47.3% |
| All | +42.0% | +109.0% | -67.0% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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