+55.6%
IOT vs AFRM
-34.0%
+89.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.8% | -8.5% | +7.7% | +2.2% |
| 30D | -4.7% | -11.4% | +6.7% | -1.1% |
| 3M | +17.8% | +8.2% | +9.5% | +13.2% |
| 6M | +16.8% | +36.6% | -19.8% | +2.5% |
| YTD | +8.4% | -8.7% | +17.1% | +8.3% |
| 1Y | -0.8% | -19.9% | +19.1% | +2.2% |
| 3Y | +25.7% | +202.6% | -176.8% | -34.3% |
| All | +55.6% | -34.0% | +89.6% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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