-27.7%
AFRM vs IBB
+34.2%
-61.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -5.0% | -2.8% | +1.5% |
| 7D | -6.9% | -3.6% | -3.3% | -0.3% |
| 30D | -7.0% | +3.4% | -10.4% | -13.2% |
| 3M | -11.2% | +9.5% | -20.7% | -27.7% |
| 6M | +4.3% | +23.3% | -19.0% | -34.3% |
| YTD | -6.4% | +24.5% | -30.9% | -43.5% |
| 1Y | -2.6% | +32.9% | -35.5% | -49.2% |
| 3Y | +210.6% | +76.6% | +134.0% | -19.1% |
| 5Y | -57.6% | +35.5% | -93.1% | -76.6% |
| All | -27.7% | +34.2% | -61.9% | -59.8% |
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