+43.3%
IBB vs RJF
+81.1%
-37.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +0.8% | +4.0% | -3.2% | -0.4% |
| 30D | +5.2% | +6.1% | -1.0% | +3.1% |
| 3M | +8.6% | -5.8% | +14.4% | +10.5% |
| 6M | +27.8% | +9.7% | +18.1% | +23.3% |
| YTD | +28.8% | +6.2% | +22.6% | +25.0% |
| 1Y | +36.4% | +5.3% | +31.1% | +32.7% |
| 3Y | +89.3% | +74.4% | +14.9% | +50.2% |
| 5Y | +43.3% | +81.6% | -38.3% | +11.2% |
| All | +43.3% | +81.1% | -37.8% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling