+26.8%
IP vs RJF
+371.5%
-344.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +1.2% |
| 7D | -3.0% | +3.4% | -6.4% | -4.9% |
| 30D | +10.6% | +5.9% | +4.7% | +7.0% |
| 3M | -13.6% | -4.6% | -8.9% | -11.5% |
| 6M | +10.4% | +9.5% | +0.9% | +4.1% |
| YTD | -6.5% | +6.0% | -12.5% | -10.8% |
| 1Y | -2.1% | +4.3% | -6.5% | -5.8% |
| 3Y | +22.0% | +76.6% | -54.6% | -15.2% |
| 5Y | -9.7% | +80.6% | -90.3% | -40.8% |
| 10Y | +26.8% | +346.5% | -319.7% | -53.9% |
| All | +26.8% | +371.5% | -344.7% | -53.9% |
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