+2,536.4%
IBM vs RJF
+46,927.3%
-44,391.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -0.3% | +1.5% | -1.8% | -0.7% |
| 30D | +6.8% | +6.7% | 0.0% | +4.8% |
| 3M | +4.4% | -7.3% | +11.7% | +6.4% |
| 6M | +13.2% | +9.8% | +3.4% | +10.0% |
| YTD | -15.1% | +5.6% | -20.8% | -16.7% |
| 1Y | -20.2% | +2.3% | -22.5% | -21.0% |
| 3Y | +79.3% | +73.6% | +5.7% | +52.3% |
| 5Y | +147.5% | +79.9% | +67.6% | +104.4% |
| 10Y | +140.2% | +328.8% | -188.7% | +55.0% |
| All | +2,536.4% | +46,927.3% | -44,391.0% | +544.5% |
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