-29.6%
AFRM vs IAG
+431.5%
-461.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.4% |
| 7D | -10.3% | +3.4% | -13.7% | -11.0% |
| 30D | -13.7% | -2.7% | -11.0% | -13.4% |
| 3M | -11.6% | -0.5% | -11.1% | -11.8% |
| 6M | +2.1% | -4.8% | +6.9% | +2.0% |
| YTD | -8.9% | +9.6% | -18.4% | -13.1% |
| 1Y | -9.7% | +32.2% | -41.9% | -17.3% |
| 3Y | +202.5% | +692.5% | -490.1% | +73.9% |
| 5Y | -55.3% | +447.6% | -502.9% | -76.1% |
| All | -29.6% | +431.5% | -461.1% | -57.1% |
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