+66.7%
IBIT vs RJF
+64.7%
+2.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.3% |
| 7D | +1.4% | +1.8% | -0.3% | +0.6% |
| 30D | +20.6% | 0.0% | +20.6% | +20.4% |
| 3M | +23.7% | +18.0% | +5.7% | +12.5% |
| 6M | +15.0% | +17.0% | -2.0% | +4.5% |
| YTD | -10.6% | +11.1% | -21.7% | -16.2% |
| 1Y | -30.3% | +8.0% | -38.3% | -33.9% |
| All | +66.7% | +64.7% | +2.0% | +22.2% |
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