+3.6%
IEF vs RJF
+429.3%
-425.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -1.3% | -2.7% | +1.4% | -1.5% |
| 30D | -1.7% | -4.3% | +2.5% | -2.0% |
| 3M | -2.5% | +15.7% | -18.3% | -1.6% |
| 6M | -3.3% | +17.8% | -21.1% | -2.2% |
| YTD | -2.8% | +9.2% | -12.0% | -2.2% |
| 1Y | -2.7% | +2.8% | -5.5% | -2.4% |
| 3Y | +8.9% | +69.5% | -60.5% | +13.5% |
| 5Y | -9.4% | +105.9% | -115.4% | -3.3% |
| All | +3.6% | +429.3% | -425.7% | +23.3% |
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