-3.1%
IEF vs AFRM
-13.2%
+10.1%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.7% |
| 7D | -1.9% | -5.5% | +3.6% | -1.8% |
| 30D | +1.1% | -15.5% | +16.6% | +1.5% |
| 3M | -1.9% | -10.3% | +8.4% | -1.8% |
| 6M | -2.4% | +0.6% | -3.0% | -2.5% |
| YTD | -3.0% | -11.5% | +8.5% | -2.9% |
| 1Y | -3.1% | -16.6% | +13.5% | -2.9% |
| All | -3.1% | -13.2% | +10.1% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling