+73.4%
IWF vs RJF
+101.5%
-28.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -1.7% | -4.2% | +2.5% | 0.0% |
| 30D | -1.8% | -3.6% | +1.8% | -0.4% |
| 3M | +1.5% | +15.6% | -14.2% | -4.9% |
| 6M | +7.7% | +17.6% | -9.9% | -0.1% |
| YTD | +2.7% | +9.2% | -6.5% | -2.2% |
| 1Y | +6.8% | +5.5% | +1.2% | +2.9% |
| 3Y | +76.9% | +70.3% | +6.5% | +34.5% |
| 5Y | +73.4% | +106.0% | -32.6% | +17.5% |
| All | +73.4% | +101.5% | -28.1% | +17.5% |
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