+49.0%
IVZ vs RJF
+367.7%
-318.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +1.0% |
| 7D | -2.4% | +3.6% | -6.0% | -5.3% |
| 30D | -11.2% | +3.5% | -14.7% | -13.8% |
| 3M | -14.0% | -8.9% | -5.1% | -7.1% |
| 6M | +0.5% | +2.9% | -2.4% | -2.7% |
| YTD | +5.4% | +2.8% | +2.6% | +1.7% |
| 1Y | +19.5% | +2.7% | +16.8% | +15.3% |
| 3Y | +128.7% | +69.3% | +59.4% | +40.9% |
| 5Y | +28.8% | +75.0% | -46.3% | -25.5% |
| All | +49.0% | +367.7% | -318.7% | -63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling