+220.8%
AFRM vs IFF
+33.6%
+187.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | 0.0% |
| 7D | +3.1% | -0.2% | +3.2% | +3.2% |
| 30D | -4.2% | -0.3% | -3.9% | -4.0% |
| 3M | +10.1% | +18.6% | -8.4% | +2.6% |
| 6M | +39.4% | +17.4% | +22.1% | +28.2% |
| YTD | -3.2% | +28.5% | -31.6% | -17.1% |
| 1Y | -16.1% | +32.5% | -48.6% | -30.1% |
| 3Y | +220.8% | +34.1% | +186.7% | +105.1% |
| All | +220.8% | +33.6% | +187.2% | +105.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling