+179.3%
IJH vs RJF
+429.3%
-250.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.9% | -2.7% | +0.9% | -0.5% |
| 30D | -4.6% | -4.3% | -0.4% | -2.6% |
| 3M | -1.2% | +15.7% | -16.9% | -8.7% |
| 6M | +9.4% | +17.8% | -8.4% | -0.2% |
| YTD | +13.3% | +9.2% | +4.2% | +6.9% |
| 1Y | +13.4% | +2.8% | +10.6% | +10.1% |
| 3Y | +50.4% | +69.5% | -19.0% | +10.5% |
| 5Y | +49.0% | +105.9% | -57.0% | -3.8% |
| All | +179.3% | +429.3% | -250.0% | +13.3% |
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 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