+1,104.4%
IVZ vs RJF
+9,685.8%
-8,581.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +2.1% |
| 7D | +0.6% | -0.6% | +1.2% | +1.0% |
| 30D | +4.0% | -1.3% | +5.3% | +4.8% |
| 3M | +18.2% | +18.9% | -0.7% | +5.5% |
| 6M | +32.8% | +15.0% | +17.8% | +21.1% |
| YTD | +28.7% | +12.2% | +16.5% | +18.9% |
| 1Y | +55.4% | +5.6% | +49.7% | +48.9% |
| 3Y | +135.2% | +74.9% | +60.4% | +63.1% |
| 5Y | +64.2% | +106.6% | -42.5% | +1.6% |
| 10Y | +64.6% | +433.1% | -368.5% | -41.6% |
| All | +1,104.4% | +9,685.8% | -8,581.4% | +24.7% |
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