+22.6%
IP vs RJF
+75.9%
-53.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +1.4% |
| 7D | -3.0% | +3.4% | -6.4% | -4.6% |
| 30D | +10.6% | +5.9% | +4.7% | +7.5% |
| 3M | -13.6% | -4.6% | -8.9% | -11.7% |
| 6M | +10.4% | +9.5% | +0.9% | +5.1% |
| YTD | -6.5% | +6.0% | -12.5% | -10.3% |
| 1Y | -2.1% | +4.3% | -6.5% | -5.5% |
| All | +22.6% | +75.9% | -53.3% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling