-29.4%
AFRM vs IBB
+40.4%
-69.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -5.3% |
| 7D | -7.5% | +2.7% | -10.2% | -12.3% |
| 30D | -15.7% | +6.3% | -22.0% | -25.5% |
| 3M | -9.6% | +11.1% | -20.7% | -28.1% |
| 6M | +6.3% | +29.2% | -22.9% | -38.6% |
| YTD | -8.6% | +30.2% | -38.8% | -49.4% |
| 1Y | -7.6% | +39.5% | -47.1% | -56.1% |
| 3Y | +173.7% | +92.3% | +81.3% | -40.2% |
| 5Y | -56.9% | +43.0% | -99.9% | -78.5% |
| All | -29.4% | +40.4% | -69.8% | -64.0% |
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