-25.9%
AFRM vs IFF
-22.4%
-3.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.4% |
| 7D | -1.3% | -3.2% | +1.9% | +1.1% |
| 30D | -2.7% | -0.3% | -2.4% | -2.2% |
| 3M | +7.4% | +8.4% | -1.0% | +0.8% |
| 6M | +40.7% | +23.0% | +17.6% | +16.0% |
| YTD | -4.0% | +25.5% | -29.5% | -24.4% |
| 1Y | -12.2% | +29.1% | -41.3% | -33.3% |
| 3Y | +203.1% | +31.7% | +171.4% | +109.8% |
| 5Y | -42.2% | -35.2% | -7.0% | -23.6% |
| All | -25.9% | -22.4% | -3.4% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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