-29.3%
AFRM vs IBB
+36.6%
-65.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -4.0% | -5.5% |
| 7D | -7.3% | -1.8% | -5.5% | -4.2% |
| 30D | -9.6% | +5.1% | -14.6% | -18.2% |
| 3M | -11.1% | +10.7% | -21.8% | -29.1% |
| 6M | +3.9% | +22.9% | -19.0% | -33.9% |
| YTD | -8.5% | +26.7% | -35.2% | -46.5% |
| 1Y | +3.3% | +35.1% | -31.9% | -47.9% |
| 3Y | +213.7% | +80.2% | +133.5% | -21.6% |
| 5Y | -58.5% | +37.8% | -96.4% | -77.9% |
| All | -29.3% | +36.6% | -65.9% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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