+397.6%
IBN vs RJF
+326.9%
+70.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | +1.9% | +3.6% | -1.7% | +0.4% |
| 30D | +22.1% | +7.2% | +14.9% | +18.5% |
| 3M | +17.1% | -6.5% | +23.6% | +20.0% |
| 6M | +35.5% | +10.3% | +25.2% | +29.5% |
| YTD | +16.8% | +6.5% | +10.3% | +12.5% |
| 1Y | +12.4% | +6.1% | +6.3% | +8.2% |
| 3Y | +58.0% | +74.9% | -16.8% | +17.4% |
| 5Y | +73.7% | +81.3% | -7.6% | +23.0% |
| All | +397.6% | +326.9% | +70.7% | +127.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling