-12.3%
IP vs AFRM
-57.5%
+45.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.8% | +3.9% | -3.1% |
| 7D | -5.0% | -6.9% | +2.0% | -4.2% |
| 30D | +6.5% | -7.0% | +13.5% | +7.3% |
| 3M | -18.0% | -11.2% | -6.8% | -17.2% |
| 6M | +10.3% | +4.3% | +6.0% | +9.3% |
| YTD | -9.9% | -6.4% | -3.5% | -10.3% |
| 1Y | -1.1% | -2.6% | +1.5% | -2.1% |
| 3Y | +13.0% | +210.6% | -197.6% | -4.1% |
| 5Y | -12.3% | -57.6% | +45.3% | -30.0% |
| All | -12.3% | -57.5% | +45.2% | -30.0% |
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