+229.9%
AFRM vs IWD
+70.7%
+159.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -0.7% |
| 7D | -7.0% | -0.3% | -6.7% | -6.1% |
| 30D | -7.8% | +0.6% | -8.4% | -9.0% |
| 3M | +5.3% | +7.2% | -1.9% | -13.3% |
| 6M | +42.6% | +16.2% | +26.4% | -7.2% |
| YTD | -2.8% | +23.3% | -26.1% | -47.3% |
| 1Y | -19.3% | +29.6% | -48.9% | -62.2% |
| All | +229.9% | +70.7% | +159.3% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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