-29.6%
AFRM vs IVZ
+84.0%
-113.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.7% |
| 7D | -10.3% | -2.8% | -7.5% | -8.0% |
| 30D | -13.7% | -2.2% | -11.6% | -12.1% |
| 3M | -11.6% | -8.1% | -3.5% | -4.2% |
| 6M | +2.1% | +3.8% | -1.7% | -4.7% |
| YTD | -8.9% | +11.5% | -20.3% | -23.5% |
| 1Y | -9.7% | +23.7% | -33.4% | -33.0% |
| 3Y | +202.5% | +145.8% | +56.7% | -3.2% |
| 5Y | -55.3% | +36.1% | -91.4% | -73.6% |
| All | -29.6% | +84.0% | -113.6% | -63.4% |
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