-57.6%
AFRM vs IBB
+34.6%
-92.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.0% | -2.8% | +1.9% |
| 7D | -6.9% | -3.6% | -3.3% | -0.1% |
| 30D | -7.0% | +3.4% | -10.4% | -13.5% |
| 3M | -11.2% | +9.5% | -20.7% | -28.5% |
| 6M | +4.3% | +23.3% | -19.0% | -36.0% |
| YTD | -6.4% | +24.5% | -30.9% | -45.3% |
| 1Y | -2.6% | +32.9% | -35.5% | -51.4% |
| 3Y | +210.6% | +76.6% | +134.0% | -29.9% |
| 5Y | -57.6% | +35.5% | -93.1% | -76.1% |
| All | -57.6% | +34.6% | -92.2% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling