+13.8%
IP vs AFRM
+210.7%
-196.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.8% | +3.9% | -2.8% |
| 7D | -5.0% | -6.9% | +2.0% | -4.0% |
| 30D | +6.5% | -7.0% | +13.5% | +7.5% |
| 3M | -18.0% | -11.2% | -6.8% | -16.9% |
| 6M | +10.3% | +4.3% | +6.0% | +9.0% |
| YTD | -9.9% | -6.4% | -3.5% | -10.6% |
| 1Y | -1.1% | -2.6% | +1.5% | -2.6% |
| All | +13.8% | +210.7% | -196.9% | -8.7% |
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