+220.8%
AFRM vs IQV
+18.7%
+202.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +1.4% |
| 7D | +3.1% | +0.3% | +2.7% | +2.9% |
| 30D | -4.2% | +8.6% | -12.8% | -8.6% |
| 3M | +10.1% | +41.1% | -31.0% | -11.6% |
| 6M | +39.4% | +48.6% | -9.1% | +7.7% |
| YTD | -3.2% | +15.0% | -18.2% | -13.0% |
| 1Y | -16.1% | +38.1% | -54.2% | -33.8% |
| 3Y | +220.8% | +21.4% | +199.4% | +142.8% |
| All | +220.8% | +18.7% | +202.1% | +142.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling