-29.4%
AFRM vs IBN
+134.6%
-164.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -1.7% |
| 7D | -7.5% | +14.6% | -22.1% | -19.3% |
| 30D | -15.7% | +23.5% | -39.2% | -31.5% |
| 3M | -9.6% | +14.0% | -23.6% | -20.8% |
| 6M | +6.3% | +31.1% | -24.9% | -18.6% |
| YTD | -8.6% | +16.6% | -25.2% | -22.0% |
| 1Y | -7.6% | +14.9% | -22.5% | -20.5% |
| 3Y | +173.7% | +56.9% | +116.8% | +58.3% |
| 5Y | -56.9% | +69.7% | -126.6% | -75.9% |
| All | -29.4% | +134.6% | -164.1% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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