+50.7%
IWF vs AFRM
-58.9%
+109.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.6% |
| 7D | -5.0% | -7.3% | +2.3% | -3.9% |
| 30D | -13.2% | -9.6% | -3.7% | -12.1% |
| 3M | -9.4% | -11.1% | +1.6% | -8.3% |
| 6M | -8.6% | +3.9% | -12.4% | -9.8% |
| YTD | -5.3% | -8.5% | +3.2% | -5.7% |
| 1Y | -5.0% | +3.3% | -8.2% | -7.3% |
| 3Y | +64.6% | +213.7% | -149.1% | +26.8% |
| All | +50.7% | -58.9% | +109.5% | +30.7% |
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