+200.5%
IWD vs RJF
+428.4%
-227.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -1.6% | -2.0% | +0.4% | -0.9% |
| 3M | +7.0% | +16.3% | -9.3% | 0.0% |
| 6M | +17.0% | +16.9% | +0.1% | +8.7% |
| YTD | +21.6% | +10.4% | +11.2% | +15.3% |
| 1Y | +28.0% | +7.4% | +20.6% | +22.5% |
| 3Y | +70.6% | +72.2% | -1.7% | +29.4% |
| 5Y | +73.3% | +105.1% | -31.8% | +17.7% |
| 10Y | +200.5% | +430.9% | -230.4% | +30.1% |
| All | +200.5% | +428.4% | -227.9% | +30.1% |
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