+59.7%
IJR vs AFRM
-20.4%
+80.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.7% |
| 7D | -0.2% | -7.0% | +6.8% | +0.6% |
| 30D | -2.4% | -7.8% | +5.4% | -1.6% |
| 3M | +3.9% | +5.3% | -1.4% | +2.9% |
| 6M | +12.4% | +42.6% | -30.3% | +6.9% |
| YTD | +21.5% | -2.8% | +24.3% | +20.4% |
| 1Y | +24.0% | -19.3% | +43.3% | +24.8% |
| 3Y | +49.7% | +231.0% | -181.3% | +21.8% |
| 5Y | +39.7% | -22.2% | +61.9% | +12.8% |
| All | +59.7% | -20.4% | +80.2% | +29.1% |
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