-29.3%
AFRM vs IOVA
-83.8%
+54.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -3.3% |
| 7D | -7.3% | -5.2% | -2.1% | -6.2% |
| 30D | -9.6% | -37.8% | +28.2% | -0.6% |
| 3M | -11.1% | +29.5% | -40.5% | -22.8% |
| 6M | +3.9% | +96.6% | -92.7% | -25.8% |
| YTD | -8.5% | +194.5% | -203.0% | -45.7% |
| 1Y | +3.3% | +248.1% | -244.8% | -42.8% |
| 3Y | +213.7% | +86.1% | +127.6% | +49.1% |
| 5Y | -58.5% | -67.8% | +9.3% | -66.1% |
| All | -29.3% | -83.8% | +54.5% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling