-25.2%
AFRM vs IBN
+101.1%
-126.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | +2.0% |
| 7D | +3.1% | -2.2% | +5.2% | +5.3% |
| 30D | -4.2% | -2.3% | -1.9% | -2.3% |
| 3M | +10.1% | +15.9% | -5.8% | -4.6% |
| 6M | +39.4% | +5.6% | +33.8% | +32.3% |
| YTD | -3.2% | -0.1% | -3.1% | -3.8% |
| 1Y | -16.1% | -6.5% | -9.5% | -12.3% |
| 3Y | +220.8% | +29.3% | +191.5% | +128.4% |
| 5Y | -17.7% | +56.6% | -74.2% | -47.9% |
| All | -25.2% | +101.1% | -126.3% | -56.0% |
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