+196.5%
AFRM vs IBN
+58.3%
+138.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.1% |
| 7D | -10.3% | +11.1% | -21.4% | -16.0% |
| 30D | -13.7% | +23.9% | -37.6% | -24.4% |
| 3M | -11.6% | +16.3% | -27.9% | -19.6% |
| 6M | +2.1% | +34.2% | -32.1% | -14.4% |
| YTD | -8.9% | +17.6% | -26.4% | -18.3% |
| 1Y | -9.7% | +13.8% | -23.6% | -17.9% |
| All | +196.5% | +58.3% | +138.2% | +132.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling