+12.4%
IEF vs AFRM
+203.8%
-191.4%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.1% |
| 7D | +0.1% | -7.3% | +7.4% | +0.2% |
| 30D | +3.1% | -9.6% | +12.6% | +3.1% |
| 3M | -0.5% | -11.1% | +10.6% | -0.4% |
| 6M | -1.6% | +3.9% | -5.5% | -1.7% |
| YTD | -1.6% | -8.5% | +6.9% | -1.6% |
| 1Y | -1.5% | +3.3% | -4.7% | -1.5% |
| 3Y | +12.4% | +213.7% | -201.3% | +10.6% |
| All | +12.4% | +203.8% | -191.4% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling