+49.9%
IEMG vs AFRM
-22.6%
+72.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +4.9% | -0.1% |
| 7D | +1.6% | -8.0% | +9.6% | +2.3% |
| 30D | +4.6% | -9.8% | +14.4% | +5.4% |
| 3M | +4.8% | +4.7% | +0.2% | +4.2% |
| 6M | +16.8% | +34.1% | -17.3% | +13.5% |
| YTD | +24.8% | -8.4% | +33.3% | +24.7% |
| 1Y | +34.3% | -22.9% | +57.2% | +35.4% |
| 3Y | +87.0% | +203.3% | -116.3% | +60.3% |
| 5Y | +49.9% | -26.0% | +75.9% | +28.3% |
| All | +49.9% | -22.6% | +72.5% | +28.3% |
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