+72.4%
IBM vs RJF
+76.7%
-4.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +0.3% | +1.8% | -1.5% | -0.3% |
| 30D | -1.5% | 0.0% | -1.5% | -1.6% |
| 3M | -16.8% | +18.0% | -34.7% | -21.1% |
| 6M | -9.0% | +17.0% | -26.0% | -13.9% |
| YTD | -20.1% | +11.1% | -31.2% | -23.0% |
| 1Y | -7.0% | +8.0% | -15.0% | -9.8% |
| 3Y | +72.4% | +73.3% | -0.9% | +34.3% |
| All | +72.4% | +76.7% | -4.3% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling