-56.9%
AFRM vs IQV
+10.6%
-67.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -2.6% |
| 7D | -7.5% | +7.9% | -15.4% | -14.4% |
| 30D | -15.7% | +7.3% | -23.0% | -21.9% |
| 3M | -9.6% | +16.8% | -26.4% | -23.3% |
| 6M | +6.3% | +56.0% | -49.7% | -36.5% |
| YTD | -8.6% | +23.7% | -32.3% | -32.1% |
| 1Y | -7.6% | +32.5% | -40.1% | -37.0% |
| 3Y | +173.7% | +45.3% | +128.4% | +31.5% |
| 5Y | -56.9% | +10.7% | -67.6% | -60.3% |
| All | -56.9% | +10.6% | -67.5% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling