+423.6%
IRM vs RJF
+429.5%
-5.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.6% |
| 7D | -1.8% | -4.2% | +2.4% | -0.3% |
| 30D | -7.8% | -3.6% | -4.1% | -6.6% |
| 3M | -7.9% | +15.6% | -23.5% | -12.8% |
| 6M | +6.3% | +17.6% | -11.3% | -0.1% |
| YTD | +38.2% | +9.2% | +28.9% | +32.6% |
| 1Y | +19.8% | +5.5% | +14.3% | +16.3% |
| 3Y | +98.8% | +70.3% | +28.4% | +59.8% |
| 5Y | +191.8% | +106.0% | +85.7% | +114.5% |
| All | +423.6% | +429.5% | -5.9% | +206.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling