-2.1%
IGV vs RJF
+7.8%
-9.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -1.7% |
| 7D | -4.5% | -0.6% | -3.9% | -4.3% |
| 30D | +3.2% | -1.3% | +4.5% | +3.6% |
| 3M | +4.5% | +18.9% | -14.4% | -1.0% |
| 6M | +22.1% | +15.0% | +7.1% | +16.0% |
| YTD | -1.0% | +12.2% | -13.3% | -6.1% |
| 1Y | -2.1% | +5.6% | -7.7% | -6.0% |
| All | -2.1% | +7.8% | -9.9% | -6.0% |
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