-24.9%
AFRM vs IBB
+35.5%
-60.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -0.9% |
| 7D | -7.0% | +1.4% | -8.4% | -9.4% |
| 30D | -7.8% | +10.5% | -18.3% | -25.3% |
| 3M | +5.3% | +23.6% | -18.3% | -32.3% |
| 6M | +42.6% | +22.6% | +20.0% | -8.1% |
| YTD | -2.8% | +25.7% | -28.5% | -41.6% |
| 1Y | -19.3% | +51.4% | -70.7% | -68.1% |
| 3Y | +231.0% | +64.4% | +166.6% | +6.6% |
| 5Y | -22.2% | +22.1% | -44.4% | -49.6% |
| All | -24.9% | +35.5% | -60.4% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling