+74.2%
IWD vs RJF
+80.1%
-5.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | -0.6% | -0.9% | +0.4% | -0.2% |
| 30D | +3.6% | +5.3% | -1.7% | +1.6% |
| 3M | +2.7% | -6.8% | +9.5% | +5.1% |
| 6M | +13.2% | +11.4% | +1.8% | +8.3% |
| YTD | +26.8% | +5.5% | +21.2% | +23.0% |
| 1Y | +29.3% | +3.7% | +25.6% | +26.2% |
| 3Y | +85.1% | +73.4% | +11.7% | +45.0% |
| 5Y | +74.2% | +78.3% | -4.1% | +30.9% |
| All | +74.2% | +80.1% | -5.9% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling