+758.4%
IVV vs RJF
+3,890.1%
-3,131.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.3% |
| 7D | +0.1% | +3.4% | -3.3% | -1.1% |
| 30D | -3.3% | +5.9% | -9.3% | -5.3% |
| 3M | -2.4% | -4.6% | +2.3% | -1.0% |
| 6M | +2.6% | +9.5% | -6.9% | -1.2% |
| YTD | +11.3% | +6.0% | +5.3% | +7.9% |
| 1Y | +13.4% | +4.3% | +9.1% | +10.5% |
| 3Y | +80.3% | +76.6% | +3.7% | +43.7% |
| 5Y | +72.7% | +80.6% | -7.9% | +34.2% |
| 10Y | +309.6% | +346.5% | -36.8% | +121.5% |
| All | +758.4% | +3,890.1% | -3,131.8% | +76.6% |
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