-4.6%
IP vs RJF
+3.6%
-8.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.1% |
| 7D | -0.3% | +3.6% | -3.9% | -1.8% |
| 30D | +7.9% | +7.2% | +0.7% | +4.8% |
| 3M | -15.3% | -6.5% | -8.8% | -12.8% |
| 6M | +10.5% | +10.3% | +0.2% | +5.9% |
| YTD | -9.4% | +6.5% | -15.9% | -15.3% |
| 1Y | -4.6% | +6.1% | -10.7% | -10.7% |
| All | -4.6% | +3.6% | -8.3% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling