-24.9%
AFRM vs IFF
-19.9%
-5.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -7.0% | -1.8% | -5.1% | -5.6% |
| 30D | -7.8% | -2.0% | -5.8% | -6.4% |
| 3M | +5.3% | +18.5% | -13.2% | -7.4% |
| 6M | +42.6% | +11.7% | +31.0% | +26.7% |
| YTD | -2.8% | +29.6% | -32.4% | -25.2% |
| 1Y | -19.3% | +35.0% | -54.3% | -40.9% |
| 3Y | +231.0% | +32.3% | +198.7% | +129.6% |
| 5Y | -22.2% | -34.6% | +12.3% | +0.6% |
| All | -24.9% | -19.9% | -5.0% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling