+14.8%
IGV vs AFRM
-56.8%
+71.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | 0.0% |
| 7D | +2.3% | -4.4% | +6.7% | +3.2% |
| 30D | -6.0% | -7.7% | +1.7% | -4.7% |
| 3M | -4.8% | -16.9% | +12.1% | -1.8% |
| 6M | +14.2% | +2.5% | +11.7% | +12.6% |
| YTD | -4.2% | -12.5% | +8.3% | -3.5% |
| 1Y | -5.3% | -11.0% | +5.8% | -5.1% |
| 3Y | +38.8% | +184.6% | -145.8% | +0.8% |
| All | +14.8% | -56.8% | +71.6% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling