-97.1%
IRE vs RJF
+0.8%
-97.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -1.2% | +40.8% | +40.5% |
| 7D | -27.2% | +3.6% | -30.7% | -30.0% |
| 30D | -75.1% | +3.5% | -78.7% | -76.3% |
| 3M | -77.9% | -8.9% | -69.0% | -75.9% |
| 6M | -94.6% | +2.9% | -97.5% | -95.1% |
| YTD | -91.5% | +2.8% | -94.4% | -92.7% |
| 1Y | -97.8% | +2.7% | -100.5% | -98.1% |
| All | -97.1% | +0.8% | -97.9% | -97.4% |
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