-16.1%
IP vs AFRM
-23.1%
+7.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.5% |
| 7D | -5.3% | -7.0% | +1.7% | -4.6% |
| 30D | -10.9% | -7.8% | -3.1% | -10.2% |
| 3M | +11.2% | +5.3% | +5.9% | +10.4% |
| 6M | -10.2% | +42.6% | -52.9% | -13.7% |
| YTD | -2.0% | -2.8% | +0.8% | -2.6% |
| 1Y | -19.1% | -19.3% | +0.2% | -18.6% |
| 3Y | +20.9% | +231.0% | -210.1% | +3.1% |
| All | -16.1% | -23.1% | +7.0% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling