-7.1%
IEF vs AFRM
-58.9%
+51.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.2% |
| 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% | -1.6% |
| 3Y | +12.4% | +213.7% | -201.3% | +10.5% |
| All | -7.1% | -58.9% | +51.8% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling