+21.2%
IGV vs RJF
+101.5%
-80.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | -5.4% | -4.2% | -1.2% | -3.4% |
| 30D | -2.6% | -3.6% | +1.0% | -0.9% |
| 3M | +10.5% | +15.6% | -5.1% | +2.8% |
| 6M | +18.2% | +17.6% | +0.6% | +8.5% |
| YTD | -4.2% | +9.2% | -13.4% | -9.3% |
| 1Y | -9.8% | +5.5% | -15.3% | -13.3% |
| 3Y | +39.1% | +70.3% | -31.2% | +2.8% |
| 5Y | +21.2% | +106.0% | -84.8% | -21.2% |
| All | +21.2% | +101.5% | -80.3% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling