+15.9%
IP vs RJF
+323.5%
-307.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -0.9% | +1.5% | -2.4% | -1.7% |
| 30D | +6.7% | +6.7% | 0.0% | +2.8% |
| 3M | -16.6% | -7.3% | -9.2% | -13.2% |
| 6M | +6.0% | +9.8% | -3.8% | -0.2% |
| YTD | -10.7% | +5.6% | -16.3% | -14.6% |
| 1Y | -6.7% | +2.3% | -8.9% | -9.1% |
| 3Y | +17.1% | +73.6% | -56.5% | -17.7% |
| 5Y | -14.6% | +79.9% | -94.4% | -43.8% |
| All | +15.9% | +323.5% | -307.6% | -56.1% |
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