+192.8%
IRM vs RJF
+106.2%
+86.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | -5.2% | -2.0% | -3.2% | -4.6% |
| 3M | -8.0% | +16.3% | -24.4% | -13.1% |
| 6M | +9.2% | +16.9% | -7.7% | +2.8% |
| YTD | +41.0% | +10.4% | +30.6% | +34.7% |
| 1Y | +23.3% | +7.4% | +15.8% | +18.8% |
| 3Y | +102.8% | +72.2% | +30.6% | +61.1% |
| 5Y | +192.8% | +105.1% | +87.7% | +114.8% |
| All | +192.8% | +106.2% | +86.6% | +114.8% |
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