-83.7%
IRE vs RJF
+10.0%
-93.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.6% | +15.5% | +15.9% |
| 7D | +54.8% | -0.6% | +55.4% | +55.7% |
| 30D | +18.4% | -1.3% | +19.6% | +18.2% |
| 3M | -66.7% | +18.9% | -85.6% | -76.4% |
| 6M | -52.3% | +15.0% | -67.4% | -62.7% |
| YTD | -52.3% | +12.2% | -64.5% | -62.8% |
| All | -83.7% | +10.0% | -93.6% | -86.9% |
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