-9.7%
AFRM vs IVZ
+25.0%
-34.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.4% |
| 7D | -10.3% | -2.8% | -7.5% | -8.7% |
| 30D | -13.7% | -2.2% | -11.6% | -12.5% |
| 3M | -11.6% | -8.1% | -3.5% | -7.1% |
| 6M | +2.1% | +3.8% | -1.7% | -0.6% |
| YTD | -8.9% | +11.5% | -20.3% | -17.7% |
| 1Y | -9.7% | +23.7% | -33.4% | -25.5% |
| All | -9.7% | +25.0% | -34.7% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling