-27.7%
AFRM vs IWD
+103.1%
-130.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.6% | -5.2% | +0.2% |
| 7D | -6.9% | -0.9% | -6.0% | -4.1% |
| 30D | -7.0% | +2.6% | -9.6% | -13.8% |
| 3M | -11.2% | +1.2% | -12.5% | -13.8% |
| 6M | +4.3% | +12.1% | -7.8% | -26.3% |
| YTD | -6.4% | +24.1% | -30.6% | -52.0% |
| 1Y | -2.6% | +28.5% | -31.1% | -55.0% |
| 3Y | +210.6% | +79.5% | +131.1% | -46.7% |
| 5Y | -57.6% | +70.3% | -127.9% | -89.1% |
| All | -27.7% | +103.1% | -130.9% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling