+55.4%
IOT vs RJF
+91.8%
-36.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -4.5% | -2.7% | -1.8% | -2.5% |
| 30D | -2.4% | -4.3% | +1.8% | +0.7% |
| 3M | +19.0% | +15.7% | +3.2% | +6.4% |
| 6M | +19.6% | +17.8% | +1.8% | +4.7% |
| YTD | +8.3% | +9.2% | -0.9% | -0.9% |
| 1Y | -0.8% | +2.8% | -3.6% | -4.7% |
| 3Y | +24.4% | +69.5% | -45.0% | -24.4% |
| All | +55.4% | +91.8% | -36.4% | -8.2% |
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 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