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  • IJR vs RJF✓SelectedUSD · RJFIJR vs RJF performance historyLatest closeAs of-0.88%09/10
Stock and ETF performance explorer

IJR vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,124.6%
RJF return
+4,378.7%
Excess return
-3,254.2%
Maximum drawdown
-58.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D-0.9%-1.1%+0.2%-0.4%
7D-2.3%-4.2%+1.9%-0.5%
30D-4.7%-3.6%-1.1%-3.3%
3M+2.1%+15.6%-13.5%-4.4%
6M+13.9%+17.6%-3.7%+5.5%
YTD+18.2%+9.2%+9.0%+12.7%
1Y+21.8%+5.5%+16.3%+17.7%
3Y+52.2%+70.3%-18.1%+18.6%
5Y+40.1%+106.0%-65.9%-1.0%
10Y+169.7%+425.1%-255.4%+25.6%
All+1,124.6%+4,378.7%-3,254.2%+112.2%

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 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