+144.6%
IEFA vs RJF
+429.3%
-284.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.6% | -2.7% | +1.1% | -0.6% |
| 30D | -1.5% | -4.3% | +2.8% | -0.1% |
| 3M | +3.4% | +15.7% | -12.3% | -1.8% |
| 6M | +9.5% | +17.8% | -8.3% | +3.1% |
| YTD | +13.0% | +9.2% | +3.9% | +8.8% |
| 1Y | +18.0% | +2.8% | +15.2% | +15.8% |
| 3Y | +65.4% | +69.5% | -4.1% | +33.0% |
| 5Y | +51.6% | +105.9% | -54.4% | +11.2% |
| All | +144.6% | +429.3% | -284.7% | +27.8% |
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