+50.7%
IJH vs AFRM
+195.1%
-144.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | -0.3% |
| 7D | -0.7% | -8.0% | +7.3% | +0.3% |
| 30D | -3.8% | -9.8% | +5.9% | -2.7% |
| 3M | 0.0% | +4.7% | -4.6% | -1.0% |
| 6M | +8.8% | +34.1% | -25.4% | +3.6% |
| YTD | +13.5% | -8.4% | +22.0% | +13.2% |
| 1Y | +15.4% | -22.9% | +38.3% | +16.9% |
| All | +50.7% | +195.1% | -144.5% | +20.7% |
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 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