-25.2%
AFRM vs IVZ
+107.8%
-133.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +2.0% |
| 7D | +3.1% | +1.1% | +2.0% | +1.6% |
| 30D | -4.2% | +3.1% | -7.3% | -7.5% |
| 3M | +10.1% | +18.2% | -8.1% | -9.7% |
| 6M | +39.4% | +38.6% | +0.8% | -5.1% |
| YTD | -3.2% | +25.9% | -29.1% | -28.0% |
| 1Y | -16.1% | +51.7% | -67.7% | -49.9% |
| 3Y | +220.8% | +138.7% | +82.1% | +10.3% |
| 5Y | -17.7% | +62.8% | -80.4% | -57.5% |
| All | -25.2% | +107.8% | -133.0% | -65.6% |
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