+29.1%
IFF vs RJF
+5.1%
+24.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -3.2% | -2.7% | -0.5% | -2.5% |
| 30D | -0.3% | -4.3% | +4.0% | +0.7% |
| 3M | +8.4% | +15.7% | -7.3% | +5.1% |
| 6M | +23.0% | +17.8% | +5.2% | +19.0% |
| YTD | +25.5% | +9.2% | +16.3% | +21.3% |
| 1Y | +29.1% | +2.8% | +26.3% | +24.7% |
| All | +29.1% | +5.1% | +24.0% | +24.7% |
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