+990.2%
IBKR vs RJF
+429.3%
+560.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -1.3% | -2.7% | +1.4% | +0.4% |
| 30D | -0.2% | -4.3% | +4.0% | +2.6% |
| 3M | +3.0% | +15.7% | -12.8% | -6.5% |
| 6M | +33.9% | +17.8% | +16.1% | +20.1% |
| YTD | +42.5% | +9.2% | +33.3% | +34.1% |
| 1Y | +44.9% | +2.8% | +42.1% | +41.8% |
| 3Y | +293.0% | +69.5% | +223.6% | +182.2% |
| 5Y | +497.7% | +105.9% | +391.7% | +276.6% |
| All | +990.2% | +429.3% | +560.9% | +287.2% |
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 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