+124.1%
IBB vs RJF
+323.5%
-199.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +1.6% | +1.5% | +0.1% | +1.1% |
| 30D | +6.7% | +6.7% | 0.0% | +4.3% |
| 3M | +6.3% | -7.3% | +13.7% | +8.8% |
| 6M | +23.9% | +9.8% | +14.1% | +19.4% |
| YTD | +26.6% | +5.6% | +20.9% | +23.0% |
| 1Y | +29.6% | +2.3% | +27.4% | +27.3% |
| 3Y | +86.1% | +73.6% | +12.5% | +49.2% |
| 5Y | +40.3% | +79.9% | -39.5% | +8.9% |
| All | +124.1% | +323.5% | -199.4% | +26.0% |
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 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