+356.7%
IP vs RJF
+49,848.3%
-49,491.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.7% | +2.8% |
| 7D | -5.3% | -0.6% | -4.7% | -5.1% |
| 30D | -10.9% | -1.3% | -9.6% | -10.5% |
| 3M | +11.2% | +18.9% | -7.7% | +4.1% |
| 6M | -10.2% | +15.0% | -25.3% | -15.0% |
| YTD | -2.0% | +12.2% | -14.2% | -6.6% |
| 1Y | -19.1% | +5.6% | -24.7% | -21.3% |
| 3Y | +20.9% | +74.9% | -54.0% | -3.3% |
| 5Y | -17.8% | +106.6% | -124.5% | -39.1% |
| 10Y | +23.5% | +433.1% | -409.5% | -35.3% |
| All | +356.7% | +49,848.3% | -49,491.6% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling