+10,042.6%
IRM vs RJF
+9,333.4%
+709.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 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