+91.0%
IWF vs AFRM
-25.1%
+116.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.5% |
| 7D | -5.0% | -7.3% | +2.3% | -4.1% |
| 30D | -13.2% | -9.6% | -3.7% | -12.2% |
| 3M | -9.4% | -11.1% | +1.6% | -8.4% |
| 6M | -8.6% | +3.9% | -12.4% | -9.6% |
| YTD | -5.3% | -8.5% | +3.2% | -5.6% |
| 1Y | -5.0% | +3.3% | -8.2% | -7.0% |
| 3Y | +64.6% | +213.7% | -149.1% | +32.1% |
| 5Y | +50.8% | -58.5% | +109.3% | +25.0% |
| All | +91.0% | -25.1% | +116.1% | +52.5% |
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