+9.3%
IWF vs AFRM
-17.6%
+26.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +1.5% | +3.1% | -1.6% | +1.0% |
| 30D | -1.3% | -4.2% | +2.9% | -0.8% |
| 3M | +0.1% | +10.1% | -10.0% | -1.8% |
| 6M | +10.3% | +39.4% | -29.2% | +3.6% |
| YTD | +4.2% | -3.2% | +7.3% | +2.0% |
| 1Y | +9.3% | -16.1% | +25.4% | +8.2% |
| All | +9.3% | -17.6% | +26.9% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling