-29.6%
AFRM vs IBN
+136.6%
-166.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.2% |
| 7D | -10.3% | +11.1% | -21.4% | -19.4% |
| 30D | -13.7% | +23.9% | -37.6% | -30.1% |
| 3M | -11.6% | +16.3% | -27.9% | -24.0% |
| 6M | +2.1% | +34.2% | -32.1% | -23.5% |
| YTD | -8.9% | +17.6% | -26.4% | -22.9% |
| 1Y | -9.7% | +13.8% | -23.6% | -21.6% |
| 3Y | +202.5% | +57.0% | +145.4% | +75.2% |
| 5Y | -55.3% | +75.3% | -130.7% | -75.5% |
| All | -29.6% | +136.6% | -166.2% | -64.8% |
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