+62.8%
IOT vs AFRM
-29.8%
+92.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.6% | +6.4% | +4.6% |
| 7D | -2.3% | -7.0% | +4.6% | -0.2% |
| 30D | +3.8% | -7.8% | +11.6% | +6.2% |
| 3M | +14.2% | +5.3% | +8.9% | +10.6% |
| 6M | +40.1% | +42.6% | -2.5% | +21.1% |
| YTD | +13.4% | -2.8% | +16.2% | +10.9% |
| 1Y | +12.2% | -19.3% | +31.5% | +15.0% |
| 3Y | +30.0% | +231.0% | -201.0% | -34.3% |
| All | +62.8% | -29.8% | +92.5% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling