-97.7%
IRE vs RJF
+7.8%
-105.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +4.3% | -27.6% | -26.6% |
| 7D | -46.8% | +7.2% | -54.0% | -50.8% |
| 30D | -75.5% | +4.9% | -80.4% | -76.9% |
| 3M | -79.4% | -5.5% | -73.9% | -78.5% |
| 6M | -91.3% | +8.0% | -99.2% | -92.8% |
| YTD | -90.8% | +6.2% | -97.0% | -92.8% |
| 1Y | -97.7% | +7.8% | -105.5% | -98.3% |
| All | -97.7% | +7.8% | -105.5% | -98.3% |
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