-24.9%
AFRM vs IQV
+41.6%
-66.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -1.2% |
| 7D | -7.0% | +2.3% | -9.3% | -8.9% |
| 30D | -7.8% | +13.4% | -21.2% | -18.8% |
| 3M | +5.3% | +43.3% | -38.0% | -29.4% |
| 6M | +42.6% | +50.5% | -7.9% | -11.5% |
| YTD | -2.8% | +18.8% | -21.6% | -24.2% |
| 1Y | -19.3% | +45.5% | -64.8% | -51.5% |
| 3Y | +231.0% | +19.4% | +211.6% | +126.5% |
| 5Y | -22.2% | +1.7% | -24.0% | -25.4% |
| All | -24.9% | +41.6% | -66.6% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling