+19.9%
IJR vs AFRM
-16.1%
+36.0%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.5% | -0.2% |
| 7D | -2.2% | -1.3% | -0.9% | -2.0% |
| 30D | -4.6% | -2.7% | -1.9% | -4.4% |
| 3M | +0.2% | +7.4% | -7.2% | -1.1% |
| 6M | +14.7% | +40.7% | -25.9% | +8.3% |
| YTD | +18.9% | -4.0% | +22.9% | +17.0% |
| 1Y | +19.9% | -12.2% | +32.2% | +17.3% |
| All | +19.9% | -16.1% | +36.0% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling