+1,504.3%
IBN vs RJF
+4,099.6%
-2,595.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | +0.1% |
| 7D | +1.4% | -0.6% | +2.0% | +1.7% |
| 30D | -0.3% | -1.3% | +0.9% | +0.1% |
| 3M | +17.1% | +18.9% | -1.8% | +6.6% |
| 6M | +3.4% | +15.0% | -11.6% | -4.5% |
| YTD | +2.5% | +12.2% | -9.7% | -4.7% |
| 1Y | -4.2% | +5.6% | -9.8% | -8.7% |
| 3Y | +32.4% | +74.9% | -42.5% | -7.2% |
| 5Y | +59.2% | +106.6% | -47.5% | -1.5% |
| 10Y | +345.7% | +433.1% | -87.4% | +51.1% |
| All | +1,504.3% | +4,099.6% | -2,595.4% | +96.9% |
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