+110.1%
IWF vs AFRM
-20.7%
+130.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +1.5% | +3.1% | -1.6% | +1.1% |
| 30D | -1.3% | -4.2% | +2.9% | -0.9% |
| 3M | +0.1% | +10.1% | -10.0% | -1.4% |
| 6M | +10.3% | +39.4% | -29.2% | +5.0% |
| YTD | +4.2% | -3.2% | +7.3% | +3.3% |
| 1Y | +9.3% | -16.1% | +25.4% | +9.7% |
| 3Y | +79.3% | +220.8% | -141.4% | +42.8% |
| 5Y | +73.8% | -17.7% | +91.4% | +39.0% |
| All | +110.1% | -20.7% | +130.8% | +66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling