+41.7%
IGV vs AFRM
+203.8%
-162.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.3% |
| 7D | -5.2% | -7.3% | +2.1% | -3.9% |
| 30D | -10.0% | -9.6% | -0.4% | -8.5% |
| 3M | -0.5% | -11.1% | +10.5% | +1.1% |
| 6M | +12.6% | +3.9% | +8.8% | +11.0% |
| YTD | -6.4% | -8.5% | +2.1% | -6.7% |
| 1Y | -9.5% | +3.3% | -12.8% | -11.8% |
| 3Y | +41.7% | +213.7% | -172.0% | +25.8% |
| All | +41.7% | +203.8% | -162.1% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling