+776.1%
IVV vs RJF
+4,125.1%
-3,349.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | +0.1% |
| 7D | +0.1% | -0.6% | +0.7% | +0.3% |
| 30D | +0.1% | -1.3% | +1.3% | +0.4% |
| 3M | +2.0% | +18.9% | -16.9% | -4.3% |
| 6M | +13.0% | +15.0% | -2.0% | +7.0% |
| YTD | +13.6% | +12.2% | +1.4% | +8.1% |
| 1Y | +20.1% | +5.6% | +14.4% | +16.5% |
| 3Y | +77.6% | +74.9% | +2.7% | +42.0% |
| 5Y | +82.5% | +106.6% | -24.2% | +35.3% |
| 10Y | +316.5% | +433.1% | -116.5% | +111.9% |
| All | +776.1% | +4,125.1% | -3,349.0% | +76.9% |
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