-29.3%
AFRM vs IQV
+35.9%
-65.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -4.6% |
| 7D | -8.0% | -2.6% | -5.4% | -5.7% |
| 30D | -9.8% | +6.2% | -16.0% | -15.2% |
| 3M | +4.7% | +38.0% | -33.3% | -27.3% |
| 6M | +34.1% | +43.9% | -9.8% | -13.0% |
| YTD | -8.4% | +14.0% | -22.4% | -25.6% |
| 1Y | -22.9% | +35.5% | -58.4% | -50.0% |
| 3Y | +203.3% | +20.3% | +182.9% | +98.6% |
| 5Y | -26.0% | -1.6% | -24.3% | -26.6% |
| All | -29.3% | +35.9% | -65.2% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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