-29.3%
AFRM vs IVZ
+74.0%
-103.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -7.3% | -2.4% | -4.8% | -4.9% |
| 30D | -9.6% | -11.2% | +1.7% | +2.5% |
| 3M | -11.1% | -14.0% | +2.9% | +3.9% |
| 6M | +3.9% | +0.5% | +3.4% | +0.5% |
| YTD | -8.5% | +5.4% | -13.9% | -18.1% |
| 1Y | +3.3% | +19.5% | -16.2% | -20.2% |
| 3Y | +213.7% | +128.7% | +85.0% | +8.3% |
| 5Y | -58.5% | +28.8% | -87.3% | -73.9% |
| All | -29.3% | +74.0% | -103.4% | -60.8% |
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