-31.6%
AFRM vs IAG
+444.7%
-476.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.7% | +3.6% | -1.7% |
| 7D | -8.4% | +16.8% | -25.2% | -11.5% |
| 30D | -18.3% | -1.5% | -16.8% | -18.2% |
| 3M | -12.7% | +0.5% | -13.2% | -13.1% |
| 6M | +3.0% | -1.0% | +4.0% | +2.2% |
| YTD | -11.4% | +12.3% | -23.7% | -16.0% |
| 1Y | -13.3% | +39.2% | -52.6% | -21.4% |
| 3Y | +194.0% | +712.3% | -518.3% | +68.2% |
| 5Y | -50.6% | +484.2% | -534.8% | -73.8% |
| All | -31.6% | +444.7% | -476.3% | -58.5% |
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