-20.9%
AFRM vs IBN
+61.6%
-82.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -1.8% |
| 7D | -7.0% | +1.4% | -8.4% | -8.4% |
| 30D | -7.8% | -0.3% | -7.5% | -7.6% |
| 3M | +5.3% | +17.1% | -11.8% | -11.8% |
| 6M | +42.6% | +3.4% | +39.2% | +37.1% |
| YTD | -2.8% | +2.5% | -5.3% | -6.4% |
| 1Y | -19.3% | -4.2% | -15.1% | -17.5% |
| 3Y | +231.0% | +32.4% | +198.6% | +105.9% |
| All | -20.9% | +61.6% | -82.5% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling