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  • IFF vs RJF✓SelectedUSD · RJFIFF vs RJF performance historyLatest closeAs of-0.13%09/04
Stock and ETF performance explorer

IFF vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+35.0%
RJF return
+7.8%
Excess return
+27.1%
Maximum drawdown
-19.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D-0.1%-1.6%+1.4%+0.2%
7D-1.8%-0.6%-1.2%-1.7%
30D-2.0%-1.3%-0.7%-1.7%
3M+18.5%+18.9%-0.3%+14.1%
6M+11.7%+15.0%-3.4%+7.9%
YTD+29.6%+12.2%+17.4%+24.5%
1Y+35.0%+5.6%+29.3%+30.1%
All+35.0%+7.8%+27.1%+30.1%

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 1y: 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…

1y analysis · Full analysis span regression · 6 months rolling