-20.9%
IFF vs RJF
+429.3%
-450.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -3.2% | -2.7% | -0.5% | -2.1% |
| 30D | -0.3% | -4.3% | +4.0% | +1.3% |
| 3M | +8.4% | +15.7% | -7.3% | +2.4% |
| 6M | +23.0% | +17.8% | +5.2% | +15.1% |
| YTD | +25.5% | +9.2% | +16.3% | +20.2% |
| 1Y | +29.1% | +2.8% | +26.3% | +26.3% |
| 3Y | +31.7% | +69.5% | -37.8% | +1.7% |
| 5Y | -35.2% | +105.9% | -141.1% | -54.7% |
| All | -20.9% | +429.3% | -450.1% | -60.1% |
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 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