+26.5%
IP vs RJF
+367.7%
-341.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.5% |
| 7D | -5.1% | +3.6% | -8.6% | -7.0% |
| 30D | +8.5% | +3.5% | +5.0% | +6.3% |
| 3M | -13.8% | -8.9% | -4.9% | -9.5% |
| 6M | +5.7% | +2.9% | +2.9% | +3.3% |
| YTD | -9.1% | +2.8% | -11.9% | -11.8% |
| 1Y | -0.8% | +2.7% | -3.5% | -3.7% |
| 3Y | +14.8% | +69.3% | -54.5% | -18.2% |
| 5Y | -11.5% | +75.0% | -86.6% | -40.8% |
| All | +26.5% | +367.7% | -341.2% | -53.6% |
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