+2.3%
IP vs AFRM
+8.5%
-6.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.0% | -3.5% | +0.5% |
| 7D | +3.4% | +3.1% | +0.3% | +2.7% |
| 30D | +11.2% | +1.1% | +10.1% | +10.7% |
| 3M | -14.8% | -3.2% | -11.5% | -14.6% |
| 6M | +17.3% | +12.7% | +4.6% | +13.3% |
| YTD | -6.2% | +1.6% | -7.7% | -9.6% |
| 1Y | +2.3% | +5.9% | -3.5% | -2.4% |
| All | +2.3% | +8.5% | -6.2% | -2.4% |
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