+354.5%
IAG vs RJF
+429.5%
-75.0%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | -4.1% | -4.2% | +0.1% | -3.6% |
| 30D | +10.6% | -3.6% | +14.2% | +11.1% |
| 3M | +35.4% | +15.6% | +19.7% | +33.0% |
| 6M | -9.5% | +17.6% | -27.1% | -11.3% |
| YTD | +21.8% | +9.2% | +12.6% | +20.3% |
| 1Y | +84.1% | +5.5% | +78.6% | +82.5% |
| 3Y | +817.4% | +70.3% | +747.0% | +762.9% |
| 5Y | +830.1% | +106.0% | +724.1% | +766.5% |
| All | +354.5% | +429.5% | -75.0% | +349.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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