+110.7%
IWF vs AFRM
-20.4%
+131.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.3% |
| 7D | +0.5% | -7.0% | +7.5% | +1.4% |
| 30D | -0.4% | -7.8% | +7.4% | +0.5% |
| 3M | -2.6% | +5.3% | -7.9% | -3.6% |
| 6M | +9.1% | +42.6% | -33.5% | +3.6% |
| YTD | +4.5% | -2.8% | +7.3% | +3.6% |
| 1Y | +10.1% | -19.3% | +29.4% | +11.0% |
| 3Y | +77.6% | +231.0% | -153.3% | +40.9% |
| 5Y | +73.7% | -22.2% | +96.0% | +39.3% |
| All | +110.7% | -20.4% | +131.1% | +67.4% |
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