+127.2%
IEF vs RJF
+2,975.8%
-2,848.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | -1.2% | -4.2% | +3.0% | -1.4% |
| 30D | -1.5% | -3.6% | +2.1% | -1.7% |
| 3M | -1.7% | +15.6% | -17.3% | -0.8% |
| 6M | -3.5% | +17.6% | -21.1% | -2.5% |
| YTD | -2.6% | +9.2% | -11.9% | -2.0% |
| 1Y | -2.4% | +5.5% | -7.9% | -1.9% |
| 3Y | +8.9% | +70.3% | -61.4% | +13.1% |
| 5Y | -9.2% | +106.0% | -115.3% | -4.0% |
| 10Y | +3.9% | +425.1% | -421.2% | +18.5% |
| All | +127.2% | +2,975.8% | -2,848.6% | +210.5% |
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