+49.0%
IEMG vs AFRM
-20.4%
+69.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +1.9% |
| 7D | +2.2% | -7.0% | +9.2% | +2.8% |
| 30D | +4.6% | -7.8% | +12.4% | +5.2% |
| 3M | +0.4% | +5.3% | -4.9% | -0.2% |
| 6M | +16.4% | +42.6% | -26.3% | +12.7% |
| YTD | +25.4% | -2.8% | +28.2% | +24.7% |
| 1Y | +38.3% | -19.3% | +57.6% | +38.9% |
| 3Y | +84.1% | +231.0% | -146.9% | +58.3% |
| 5Y | +49.0% | -22.2% | +71.2% | +28.2% |
| All | +49.0% | -20.4% | +69.4% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling