-20.9%
AFRM vs IOVA
-64.9%
+44.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.7% | -2.9% |
| 7D | -7.0% | +9.7% | -16.7% | -9.4% |
| 30D | -7.8% | +102.5% | -110.3% | -27.7% |
| 3M | +5.3% | +100.7% | -95.4% | -19.3% |
| 6M | +42.6% | +106.3% | -63.7% | +4.6% |
| YTD | -2.8% | +222.0% | -224.8% | -40.2% |
| 1Y | -19.3% | +299.5% | -318.9% | -56.1% |
| 3Y | +231.0% | +42.9% | +188.0% | +84.6% |
| All | -20.9% | -64.9% | +44.0% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling