+745.9%
IWD vs RJF
+4,232.5%
-3,486.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.7% | +1.5% | +0.2% | +1.1% |
| 30D | +3.2% | +6.7% | -3.5% | +0.7% |
| 3M | +2.3% | -7.3% | +9.6% | +5.0% |
| 6M | +12.9% | +9.8% | +3.2% | +8.6% |
| YTD | +26.2% | +5.6% | +20.6% | +22.4% |
| 1Y | +28.3% | +2.3% | +26.0% | +25.8% |
| 3Y | +84.4% | +73.6% | +10.8% | +46.3% |
| 5Y | +73.0% | +79.9% | -6.9% | +32.6% |
| 10Y | +203.3% | +328.8% | -125.5% | +62.4% |
| All | +745.9% | +4,232.5% | -3,486.5% | +86.1% |
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 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