+67.7%
IEMG vs AFRM
+196.4%
-128.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.4% |
| 7D | -0.7% | -8.4% | +7.7% | +0.1% |
| 30D | -9.4% | -18.3% | +8.9% | -7.7% |
| 3M | -7.3% | -12.7% | +5.4% | -6.4% |
| 6M | -10.4% | +3.0% | -13.4% | -11.0% |
| YTD | +10.6% | -11.4% | +22.0% | +10.5% |
| 1Y | +10.5% | -13.3% | +23.9% | +10.4% |
| All | +67.7% | +196.4% | -128.7% | +47.5% |
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 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