-29.6%
AFRM vs IOVA
-83.7%
+54.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | -10.3% | -7.0% | -3.2% | -8.5% |
| 30D | -13.7% | -44.4% | +30.7% | -2.1% |
| 3M | -11.6% | +24.7% | -36.2% | -22.3% |
| 6M | +2.1% | +118.6% | -116.6% | -29.1% |
| YTD | -8.9% | +196.3% | -205.2% | -46.0% |
| 1Y | -9.7% | +205.3% | -215.0% | -47.5% |
| 3Y | +202.5% | +103.8% | +98.7% | +38.9% |
| 5Y | -55.3% | -65.6% | +10.3% | -64.4% |
| All | -29.6% | -83.7% | +54.1% | -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