+220.9%
AFRM vs IBB
+75.6%
+145.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.0% | -2.8% | -2.1% |
| 7D | -6.9% | -3.6% | -3.3% | -2.8% |
| 30D | -7.0% | +3.4% | -10.4% | -10.4% |
| 3M | -11.2% | +9.5% | -20.7% | -20.9% |
| 6M | +4.3% | +23.3% | -19.0% | -20.4% |
| YTD | -6.4% | +24.5% | -30.9% | -29.8% |
| 1Y | -2.6% | +32.9% | -35.5% | -33.5% |
| All | +220.9% | +75.6% | +145.3% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling