+2,413.6%
IBM vs RJF
+49,848.3%
-47,434.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.5% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | +0.3% | -1.3% | +1.5% | +0.5% |
| 3M | -21.6% | +18.9% | -40.5% | -25.2% |
| 6M | -4.7% | +15.0% | -19.7% | -8.5% |
| YTD | -19.1% | +12.2% | -31.3% | -21.8% |
| 1Y | -2.5% | +5.6% | -8.1% | -4.4% |
| 3Y | +74.2% | +74.9% | -0.7% | +47.6% |
| 5Y | +113.1% | +106.6% | +6.5% | +69.8% |
| 10Y | +133.5% | +433.1% | -299.5% | +42.9% |
| All | +2,413.6% | +49,848.3% | -47,434.7% | +505.4% |
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