+394.8%
IAG vs RJF
+2,220.9%
-1,826.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | -0.5% | -0.6% | +0.1% | -0.4% |
| 30D | +28.9% | -1.3% | +30.1% | +29.1% |
| 3M | +19.1% | +18.9% | +0.3% | +16.0% |
| 6M | -10.3% | +15.0% | -25.3% | -12.2% |
| YTD | +24.2% | +12.2% | +12.0% | +21.7% |
| 1Y | +116.5% | +5.6% | +110.9% | +114.1% |
| 3Y | +742.8% | +74.9% | +667.9% | +669.6% |
| 5Y | +753.3% | +106.6% | +646.7% | +654.2% |
| 10Y | +403.2% | +433.1% | -29.9% | +272.0% |
| All | +394.8% | +2,220.9% | -1,826.1% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling