+318.5%
IAG vs RJF
+2,102.8%
-1,784.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.9% |
| 7D | -7.7% | +3.6% | -11.3% | -8.2% |
| 30D | +1.6% | +7.2% | -5.7% | +0.5% |
| 3M | -2.4% | -6.5% | +4.1% | -1.5% |
| 6M | -7.8% | +10.3% | -18.1% | -9.2% |
| YTD | +5.0% | +6.5% | -1.5% | +3.7% |
| 1Y | +25.7% | +6.1% | +19.6% | +24.3% |
| 3Y | +694.5% | +74.9% | +619.6% | +625.8% |
| 5Y | +421.7% | +81.3% | +340.4% | +369.9% |
| 10Y | +382.5% | +332.3% | +50.2% | +269.4% |
| All | +318.5% | +2,102.8% | -1,784.3% | +116.4% |
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