+127.0%
IBB vs RJF
+428.4%
-301.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -3.9% | -0.3% | -3.6% | -3.8% |
| 30D | +2.7% | -2.0% | +4.8% | +3.4% |
| 3M | +21.4% | +16.3% | +5.0% | +14.8% |
| 6M | +20.1% | +16.9% | +3.2% | +13.3% |
| YTD | +21.9% | +10.4% | +11.4% | +16.8% |
| 1Y | +44.1% | +7.4% | +36.7% | +39.1% |
| 3Y | +63.4% | +72.2% | -8.9% | +30.9% |
| 5Y | +19.8% | +105.1% | -85.4% | -11.8% |
| 10Y | +127.0% | +430.9% | -303.9% | -0.4% |
| All | +127.0% | +428.4% | -301.4% | -0.4% |
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 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