+738.6%
IVV vs RJF
+3,771.5%
-3,032.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.8% |
| 7D | -2.7% | +3.6% | -6.3% | -3.9% |
| 30D | -5.4% | +3.5% | -8.9% | -6.6% |
| 3M | -4.1% | -8.9% | +4.8% | -1.1% |
| 6M | +0.7% | +2.9% | -2.1% | -0.9% |
| YTD | +8.7% | +2.8% | +5.9% | +6.6% |
| 1Y | +11.0% | +2.7% | +8.3% | +8.7% |
| 3Y | +75.4% | +69.3% | +6.1% | +41.9% |
| 5Y | +68.3% | +75.0% | -6.7% | +32.3% |
| 10Y | +315.5% | +378.5% | -63.0% | +119.5% |
| All | +738.6% | +3,771.5% | -3,032.8% | +74.4% |
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