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  • IAG vs RJF✓SelectedUSD · RJFIAG vs RJF performance historyLatest closeAs of-2.20%09/04
Stock and ETF performance explorer

IAG vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+394.8%
RJF return
+2,220.9%
Excess return
-1,826.1%
Maximum drawdown
-95.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
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