-6.5%
IBM vs RJF
+6.3%
-12.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.1% |
| 7D | -0.3% | -4.2% | +3.9% | +1.3% |
| 30D | -1.8% | -3.6% | +1.8% | -0.5% |
| 3M | -13.5% | +15.6% | -29.1% | -18.3% |
| 6M | -5.1% | +17.6% | -22.7% | -11.8% |
| YTD | -19.4% | +9.2% | -28.6% | -22.1% |
| 1Y | -6.5% | +5.5% | -12.0% | -9.1% |
| All | -6.5% | +6.3% | -12.8% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling