+973.2%
IGV vs RJF
+2,896.8%
-1,923.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -1.6% |
| 7D | -4.5% | -0.6% | -3.9% | -4.3% |
| 30D | +3.2% | -1.3% | +4.5% | +3.7% |
| 3M | +4.5% | +18.9% | -14.4% | -2.7% |
| 6M | +22.1% | +15.0% | +7.1% | +14.9% |
| YTD | -1.0% | +12.2% | -13.3% | -6.3% |
| 1Y | -2.1% | +5.6% | -7.7% | -5.2% |
| 3Y | +44.6% | +74.9% | -30.3% | +12.9% |
| 5Y | +22.2% | +106.6% | -84.5% | -11.9% |
| 10Y | +364.7% | +433.1% | -68.3% | +113.5% |
| All | +973.2% | +2,896.8% | -1,923.7% | +38.8% |
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