-11.0%
AFRM vs IFF
+27.0%
-38.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | -4.4% | -1.8% | -2.6% | -4.2% |
| 30D | -7.7% | -9.4% | +1.8% | -6.7% |
| 3M | -16.9% | -3.0% | -13.9% | -16.8% |
| 6M | +2.5% | +5.8% | -3.3% | +1.6% |
| YTD | -12.5% | +22.4% | -34.9% | -19.6% |
| 1Y | -11.0% | +23.0% | -34.1% | -18.4% |
| All | -11.0% | +27.0% | -38.0% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling