+15.4%
SOFI vs IYR
+6.0%
+9.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | -0.5% |
| 7D | -4.9% | -1.4% | -3.6% | -3.1% |
| 30D | -3.5% | -2.7% | -0.8% | +0.3% |
| 3M | +3.9% | -2.1% | +6.0% | +6.1% |
| 6M | -6.5% | +3.6% | -10.1% | -12.6% |
| YTD | -33.8% | +8.1% | -42.0% | -42.2% |
| 1Y | -33.3% | +4.7% | -38.0% | -39.1% |
| 3Y | +94.6% | +29.1% | +65.5% | +33.4% |
| All | +15.4% | +6.0% | +9.4% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling