-82.0%
IRE vs RJF
+8.9%
-90.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -1.0% | +11.2% | +11.4% |
| 7D | +58.9% | +1.8% | +57.1% | +55.3% |
| 30D | +17.2% | 0.0% | +17.2% | +14.7% |
| 3M | -58.6% | +18.0% | -76.6% | -70.2% |
| 6M | -23.5% | +17.0% | -40.4% | -43.5% |
| YTD | -47.4% | +11.1% | -58.5% | -58.6% |
| All | -82.0% | +8.9% | -90.9% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling