-29.4%
AFRM vs IAG
+483.5%
-512.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.9% | -1.3% |
| 7D | -7.5% | +24.0% | -31.5% | -11.7% |
| 30D | -15.7% | +5.5% | -21.2% | -16.8% |
| 3M | -9.6% | +8.3% | -17.9% | -11.4% |
| 6M | +6.3% | +6.1% | +0.2% | +3.9% |
| YTD | -8.6% | +20.3% | -28.9% | -14.5% |
| 1Y | -7.6% | +56.5% | -64.1% | -18.2% |
| 3Y | +173.7% | +762.6% | -589.0% | +54.7% |
| 5Y | -56.9% | +546.3% | -603.1% | -77.4% |
| All | -29.4% | +483.5% | -512.9% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling