+1,428.5%
IBKR vs RJF
+1,009.5%
+419.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -1.3% | -2.7% | +1.4% | 0.0% |
| 30D | -0.2% | -4.3% | +4.0% | +2.0% |
| 3M | +3.0% | +15.7% | -12.8% | -4.3% |
| 6M | +33.9% | +17.8% | +16.1% | +23.3% |
| YTD | +42.5% | +9.2% | +33.3% | +36.3% |
| 1Y | +44.9% | +2.8% | +42.1% | +42.9% |
| 3Y | +293.0% | +69.5% | +223.6% | +205.4% |
| 5Y | +497.7% | +105.9% | +391.7% | +322.1% |
| 10Y | +1,004.4% | +424.9% | +579.5% | +394.4% |
| All | +1,428.5% | +1,009.5% | +419.0% | +295.3% |
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