+19.4%
IVV vs RJF
+8.4%
+11.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +0.5% | +1.8% | -1.3% | +0.2% |
| 30D | -1.0% | 0.0% | -1.0% | -1.0% |
| 3M | +3.9% | +18.0% | -14.1% | +0.4% |
| 6M | +14.5% | +17.0% | -2.5% | +10.4% |
| YTD | +12.9% | +11.1% | +1.8% | +9.4% |
| 1Y | +19.4% | +8.0% | +11.4% | +16.1% |
| All | +19.4% | +8.4% | +11.0% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling