+1,124.6%
IJR vs RJF
+4,378.7%
-3,254.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 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