-24.9%
AFRM vs IVZ
+112.5%
-137.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.8% |
| 7D | -7.0% | +0.6% | -7.6% | -7.7% |
| 30D | -7.8% | +4.0% | -11.8% | -11.7% |
| 3M | +5.3% | +18.2% | -12.9% | -13.4% |
| 6M | +42.6% | +32.8% | +9.8% | +1.7% |
| YTD | -2.8% | +28.7% | -31.5% | -29.4% |
| 1Y | -19.3% | +55.4% | -74.7% | -53.1% |
| 3Y | +231.0% | +135.2% | +95.8% | +16.1% |
| 5Y | -22.2% | +64.2% | -86.4% | -60.7% |
| All | -24.9% | +112.5% | -137.5% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling