+319.9%
IP vs RJF
+46,074.6%
-45,754.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.1% |
| 7D | -5.0% | +2.2% | -7.2% | -5.8% |
| 30D | +6.5% | +3.4% | +3.2% | +5.2% |
| 3M | -18.0% | -8.7% | -9.3% | -15.4% |
| 6M | +10.3% | +4.1% | +6.2% | +8.3% |
| YTD | -9.9% | +3.7% | -13.6% | -11.7% |
| 1Y | -1.1% | +4.4% | -5.5% | -3.3% |
| 3Y | +13.0% | +69.2% | -56.2% | -8.4% |
| 5Y | -12.3% | +76.6% | -88.8% | -31.2% |
| 10Y | +26.8% | +382.8% | -355.9% | -31.1% |
| All | +319.9% | +46,074.6% | -45,754.7% | -15.7% |
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 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