+65.5%
IWF vs AFRM
+192.6%
-127.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | +2.8% | -4.4% | +7.2% | +3.5% |
| 30D | -7.5% | -7.7% | +0.1% | -6.6% |
| 3M | -8.5% | -16.9% | +8.4% | -6.5% |
| 6M | -7.4% | +2.5% | -9.9% | -8.3% |
| YTD | -2.6% | -12.5% | +9.9% | -2.5% |
| 1Y | -1.8% | -11.0% | +9.2% | -2.1% |
| 3Y | +65.5% | +184.6% | -119.1% | +44.8% |
| All | +65.5% | +192.6% | -127.2% | +44.8% |
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