+44.4%
IGV vs AFRM
-25.2%
+69.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -0.4% | -7.5% | +7.1% | +0.9% |
| 30D | -9.9% | -15.7% | +5.8% | -7.4% |
| 3M | -1.2% | -9.6% | +8.4% | +0.1% |
| 6M | +11.3% | +6.3% | +5.1% | +9.3% |
| YTD | -4.0% | -8.6% | +4.6% | -4.0% |
| 1Y | -7.3% | -7.6% | +0.3% | -7.8% |
| 3Y | +42.8% | +173.7% | -130.9% | +9.6% |
| 5Y | +13.7% | -56.9% | +70.5% | -9.0% |
| All | +44.4% | -25.2% | +69.5% | +10.1% |
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