-9.3%
IEF vs AFRM
-25.0%
+15.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | -0.2% |
| 7D | -0.3% | -8.0% | +7.7% | -0.2% |
| 30D | -0.6% | -9.8% | +9.2% | -0.5% |
| 3M | -1.0% | +4.7% | -5.7% | -1.0% |
| 6M | -3.1% | +34.1% | -37.2% | -3.3% |
| YTD | -1.9% | -8.4% | +6.6% | -1.9% |
| 1Y | -1.4% | -22.9% | +21.6% | -1.3% |
| 3Y | +9.8% | +203.3% | -193.5% | +8.1% |
| 5Y | -8.8% | -26.0% | +17.2% | -10.2% |
| All | -9.3% | -25.0% | +15.7% | -10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling