+51.6%
IBIT vs RJF
+56.6%
-5.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.5% | -4.5% |
| 7D | -6.2% | +1.5% | -7.7% | -7.0% |
| 30D | -14.4% | +6.7% | -21.1% | -17.4% |
| 3M | +12.5% | -7.3% | +19.8% | +16.8% |
| 6M | -11.9% | +9.8% | -21.6% | -17.0% |
| YTD | -18.7% | +5.6% | -24.4% | -21.8% |
| 1Y | -29.9% | +2.3% | -32.2% | -31.4% |
| All | +51.6% | +56.6% | -5.0% | +14.0% |
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