+55.4%
IOT vs AFRM
-30.6%
+86.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.2% | -1.9% |
| 7D | -4.5% | -1.3% | -3.3% | -4.2% |
| 30D | -2.4% | -2.7% | +0.2% | -2.0% |
| 3M | +19.0% | +7.4% | +11.5% | +14.7% |
| 6M | +19.6% | +40.7% | -21.0% | +3.9% |
| YTD | +8.3% | -4.0% | +12.3% | +6.3% |
| 1Y | -0.8% | -12.2% | +11.4% | -0.9% |
| 3Y | +24.4% | +203.1% | -178.7% | -34.9% |
| All | +55.4% | -30.6% | +86.0% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling