+69.5%
IJH vs AFRM
-20.4%
+89.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +0.4% |
| 7D | +0.1% | -7.0% | +7.1% | +0.9% |
| 30D | -1.5% | -7.8% | +6.3% | -0.7% |
| 3M | +0.8% | +5.3% | -4.5% | -0.2% |
| 6M | +7.6% | +42.6% | -35.1% | +2.6% |
| YTD | +15.5% | -2.8% | +18.3% | +14.5% |
| 1Y | +16.9% | -19.3% | +36.2% | +17.6% |
| 3Y | +48.1% | +231.0% | -182.9% | +21.0% |
| 5Y | +47.8% | -22.2% | +70.1% | +19.9% |
| All | +69.5% | -20.4% | +89.9% | +37.2% |
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