+31.7%
IFF vs RJF
+69.0%
-37.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -3.2% | -2.7% | -0.5% | -2.6% |
| 30D | -0.3% | -4.3% | +4.0% | +0.6% |
| 3M | +8.4% | +15.7% | -7.3% | +5.1% |
| 6M | +23.0% | +17.8% | +5.2% | +18.8% |
| YTD | +25.5% | +9.2% | +16.3% | +22.5% |
| 1Y | +29.1% | +2.8% | +26.3% | +27.4% |
| 3Y | +31.7% | +69.5% | -37.8% | +11.6% |
| All | +31.7% | +69.0% | -37.4% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling