-27.7%
AFRM vs IOVA
-84.4%
+56.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -11.0% | +3.2% | -4.8% |
| 7D | -6.9% | -19.0% | +12.1% | -1.8% |
| 30D | -7.0% | -40.3% | +33.3% | +3.4% |
| 3M | -11.2% | +78.3% | -89.6% | -32.0% |
| 6M | +4.3% | +94.5% | -90.2% | -25.4% |
| YTD | -6.4% | +183.5% | -189.9% | -43.8% |
| 1Y | -2.6% | +327.6% | -330.2% | -51.0% |
| 3Y | +210.6% | +83.8% | +126.7% | +47.5% |
| 5Y | -57.6% | -69.0% | +11.5% | -65.0% |
| All | -27.7% | -84.4% | +56.7% | -14.1% |
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