+356.3%
IGV vs RJF
+429.5%
-73.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -5.4% | -4.2% | -1.2% | -3.7% |
| 30D | -2.6% | -3.6% | +1.0% | -1.1% |
| 3M | +10.5% | +15.6% | -5.1% | +3.9% |
| 6M | +18.2% | +17.6% | +0.6% | +10.0% |
| YTD | -4.2% | +9.2% | -13.4% | -8.4% |
| 1Y | -9.8% | +5.5% | -15.3% | -12.7% |
| 3Y | +39.1% | +70.3% | -31.2% | +9.1% |
| 5Y | +21.2% | +106.0% | -84.8% | -12.8% |
| All | +356.3% | +429.5% | -73.2% | +130.2% |
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