+61.7%
IJR vs AFRM
+167.0%
-105.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.1% |
| 7D | +0.1% | -8.4% | +8.5% | +1.4% |
| 30D | +2.6% | -18.3% | +20.9% | +5.7% |
| 3M | -4.3% | -12.7% | +8.4% | -2.8% |
| 6M | +2.7% | +3.0% | -0.3% | +1.2% |
| YTD | +18.5% | -11.4% | +29.8% | +18.3% |
| 1Y | +20.1% | -13.3% | +33.4% | +20.0% |
| 3Y | +61.7% | +194.0% | -132.3% | +22.8% |
| All | +61.7% | +167.0% | -105.3% | +22.8% |
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