-31.6%
AFRM vs IVZ
+85.5%
-117.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -2.9% | -2.9% |
| 7D | -8.4% | +2.2% | -10.5% | -10.8% |
| 30D | -18.3% | -2.2% | -16.1% | -16.7% |
| 3M | -12.7% | -8.4% | -4.3% | -5.0% |
| 6M | +3.0% | +6.2% | -3.1% | -6.1% |
| YTD | -11.4% | +12.4% | -23.8% | -26.2% |
| 1Y | -13.3% | +26.0% | -39.3% | -37.0% |
| 3Y | +194.0% | +147.9% | +46.2% | -6.7% |
| 5Y | -50.6% | +38.8% | -89.4% | -71.1% |
| All | -31.6% | +85.5% | -117.1% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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