-26.0%
AFRM vs IFF
-35.9%
+9.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -3.9% | -4.3% |
| 7D | -8.0% | -3.0% | -5.0% | -5.8% |
| 30D | -9.8% | -0.9% | -8.9% | -8.9% |
| 3M | +4.7% | +11.8% | -7.2% | -4.5% |
| 6M | +34.1% | +16.5% | +17.6% | +13.6% |
| YTD | -8.4% | +26.5% | -34.9% | -30.0% |
| 1Y | -22.9% | +32.7% | -55.6% | -44.5% |
| 3Y | +203.3% | +32.0% | +171.3% | +97.6% |
| 5Y | -26.0% | -36.1% | +10.1% | +8.2% |
| All | -26.0% | -35.9% | +9.9% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling