+541.7%
IBB vs RJF
+2,238.8%
-1,697.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | +1.4% | -0.6% | +2.0% | +1.6% |
| 30D | +10.5% | -1.3% | +11.7% | +10.8% |
| 3M | +23.6% | +18.9% | +4.8% | +16.0% |
| 6M | +22.6% | +15.0% | +7.6% | +16.2% |
| YTD | +25.7% | +12.2% | +13.5% | +19.7% |
| 1Y | +51.4% | +5.6% | +45.7% | +46.9% |
| 3Y | +64.4% | +74.9% | -10.5% | +31.4% |
| 5Y | +22.1% | +106.6% | -84.5% | -9.8% |
| 10Y | +132.5% | +433.1% | -300.6% | +15.4% |
| All | +541.7% | +2,238.8% | -1,697.1% | +27.9% |
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