+46.1%
IGV vs AFRM
-20.7%
+66.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.8% |
| 7D | -3.3% | +3.1% | -6.4% | -3.9% |
| 30D | 0.0% | -4.2% | +4.2% | +0.6% |
| 3M | +7.3% | +10.1% | -2.8% | +5.2% |
| 6M | +16.7% | +39.4% | -22.7% | +9.6% |
| YTD | -2.8% | -3.2% | +0.3% | -3.5% |
| 1Y | -6.7% | -16.1% | +9.4% | -5.9% |
| 3Y | +41.1% | +220.8% | -179.7% | +4.6% |
| 5Y | +22.0% | -17.7% | +39.7% | -7.0% |
| All | +46.1% | -20.7% | +66.8% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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