+56.8%
IJR vs AFRM
-25.0%
+81.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | -0.4% |
| 7D | -1.1% | -8.0% | +6.9% | -0.2% |
| 30D | -3.6% | -9.8% | +6.2% | -2.6% |
| 3M | +2.3% | +4.7% | -2.4% | +1.4% |
| 6M | +14.3% | +34.1% | -19.8% | +9.6% |
| YTD | +19.3% | -8.4% | +27.7% | +19.1% |
| 1Y | +22.6% | -22.9% | +45.5% | +24.1% |
| 3Y | +53.5% | +203.3% | -149.8% | +26.1% |
| 5Y | +39.9% | -26.0% | +65.9% | +13.7% |
| All | +56.8% | -25.0% | +81.9% | +27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling