+120.6%
IBM vs RJF
+106.2%
+14.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.6% |
| 7D | +3.6% | -0.3% | +3.8% | +3.6% |
| 30D | +1.5% | -2.0% | +3.6% | +2.1% |
| 3M | -12.9% | +16.3% | -29.2% | -16.9% |
| 6M | -3.9% | +16.9% | -20.8% | -8.7% |
| YTD | -17.3% | +10.4% | -27.8% | -20.0% |
| 1Y | -5.0% | +7.4% | -12.4% | -7.5% |
| 3Y | +78.2% | +72.2% | +6.0% | +48.1% |
| 5Y | +120.6% | +105.1% | +15.5% | +70.6% |
| All | +120.6% | +106.2% | +14.5% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling