+48.8%
IGV vs AFRM
-20.4%
+69.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.8% |
| 7D | -4.5% | -7.0% | +2.5% | -3.4% |
| 30D | +3.2% | -7.8% | +11.0% | +4.5% |
| 3M | +4.5% | +5.3% | -0.8% | +3.2% |
| 6M | +22.1% | +42.6% | -20.5% | +14.2% |
| YTD | -1.0% | -2.8% | +1.8% | -1.8% |
| 1Y | -2.1% | -19.3% | +17.2% | -0.6% |
| 3Y | +44.6% | +231.0% | -186.4% | +6.6% |
| 5Y | +22.2% | -22.2% | +44.4% | -6.5% |
| All | +48.8% | -20.4% | +69.2% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling