+133.1%
IBB vs RJF
+334.0%
-200.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -1.4% | -0.9% | -0.4% | -1.0% |
| 30D | +6.8% | +5.3% | +1.5% | +4.9% |
| 3M | +9.2% | -6.8% | +16.1% | +11.6% |
| 6M | +28.3% | +11.4% | +16.9% | +23.0% |
| YTD | +29.4% | +5.5% | +23.8% | +25.8% |
| 1Y | +33.2% | +3.7% | +29.5% | +30.2% |
| 3Y | +90.2% | +73.4% | +16.8% | +52.5% |
| 5Y | +44.0% | +78.3% | -34.4% | +12.0% |
| 10Y | +133.1% | +328.4% | -195.3% | +29.8% |
| All | +133.1% | +334.0% | -200.9% | +29.8% |
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