-29.4%
AFRM vs IOVA
-83.6%
+54.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | -7.5% | +1.9% | -9.4% | -8.3% |
| 30D | -15.7% | -44.1% | +28.4% | -4.5% |
| 3M | -9.6% | +28.9% | -38.5% | -21.3% |
| 6M | +6.3% | +125.7% | -119.4% | -26.9% |
| YTD | -8.6% | +199.3% | -207.9% | -46.0% |
| 1Y | -7.6% | +255.2% | -262.8% | -49.1% |
| 3Y | +173.7% | +106.8% | +66.8% | +25.0% |
| 5Y | -56.9% | -67.1% | +10.2% | -65.0% |
| All | -29.4% | -83.6% | +54.2% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling