+94.6%
SOFI vs IYR
+29.0%
+65.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | -0.4% |
| 7D | -4.9% | -1.4% | -3.6% | -3.1% |
| 30D | -3.5% | -2.7% | -0.8% | +0.2% |
| 3M | +3.9% | -2.1% | +6.0% | +5.9% |
| 6M | -6.5% | +3.6% | -10.1% | -12.7% |
| YTD | -33.8% | +8.1% | -42.0% | -42.4% |
| 1Y | -33.3% | +4.7% | -38.0% | -39.2% |
| 3Y | +94.6% | +29.1% | +65.5% | +32.2% |
| All | +94.6% | +29.0% | +65.7% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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