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  • IRM vs RJF✓SelectedUSD · RJFIRM vs RJF performance historyLatest closeAs of+1.64%09/04
Stock and ETF performance explorer

IRM vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+10,042.6%
RJF return
+9,333.4%
Excess return
+709.2%
Maximum drawdown
-55.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D+1.6%-1.6%+3.2%+2.1%
7D-0.5%-0.6%+0.1%-0.3%
30D-8.1%-1.3%-6.8%-7.8%
3M-9.7%+18.9%-28.5%-14.1%
6M+10.0%+15.0%-5.0%+5.4%
YTD+43.0%+12.2%+30.8%+37.5%
1Y+32.7%+5.6%+27.0%+29.7%
3Y+102.7%+74.9%+27.9%+70.9%
5Y+187.6%+106.6%+80.9%+128.6%
10Y+420.1%+433.1%-13.0%+208.9%
All+10,042.6%+9,333.4%+709.2%+3,168.3%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling