+134.5%
IBM vs RJF
+429.5%
-295.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.0% |
| 7D | -0.3% | -4.2% | +3.9% | +1.4% |
| 30D | -1.8% | -3.6% | +1.8% | -0.5% |
| 3M | -13.5% | +15.6% | -29.1% | -18.5% |
| 6M | -5.1% | +17.6% | -22.7% | -11.6% |
| YTD | -19.4% | +9.2% | -28.6% | -22.6% |
| 1Y | -6.5% | +5.5% | -12.0% | -9.3% |
| 3Y | +73.8% | +70.3% | +3.5% | +35.1% |
| 5Y | +116.3% | +106.0% | +10.3% | +48.8% |
| All | +134.5% | +429.5% | -295.0% | +6.0% |
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