+835.8%
IFF vs RJF
+48,514.8%
-47,679.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -2.8% | -4.2% | +1.4% | -1.8% |
| 30D | -1.1% | -3.6% | +2.5% | -0.3% |
| 3M | +13.8% | +15.6% | -1.8% | +9.7% |
| 6M | +16.7% | +17.6% | -0.9% | +11.9% |
| YTD | +26.1% | +9.2% | +16.9% | +22.8% |
| 1Y | +33.5% | +5.5% | +28.0% | +31.0% |
| 3Y | +31.6% | +70.3% | -38.7% | +13.0% |
| 5Y | -34.9% | +106.0% | -140.9% | -46.9% |
| 10Y | -20.3% | +425.1% | -445.4% | -49.0% |
| All | +835.8% | +48,514.8% | -47,679.0% | +170.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling