-50.6%
AFRM vs IOVA
-67.2%
+16.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.8% |
| 7D | -8.4% | -8.5% | +0.1% | -6.2% |
| 30D | -18.3% | -44.7% | +26.5% | -7.2% |
| 3M | -12.7% | +26.2% | -38.9% | -23.6% |
| 6M | +3.0% | +123.2% | -120.2% | -28.8% |
| YTD | -11.4% | +196.0% | -207.4% | -47.5% |
| 1Y | -13.3% | +240.9% | -254.3% | -51.7% |
| 3Y | +194.0% | +103.5% | +90.5% | +30.5% |
| 5Y | -50.6% | -65.5% | +14.9% | -55.3% |
| All | -50.6% | -67.2% | +16.6% | -55.3% |
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