+671.1%
IWF vs RJF
+4,267.4%
-3,596.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | +2.8% | +3.6% | -0.8% | +1.6% |
| 30D | -7.5% | +7.2% | -14.8% | -9.9% |
| 3M | -8.5% | -6.5% | -2.0% | -6.6% |
| 6M | -7.4% | +10.3% | -17.7% | -11.1% |
| YTD | -2.6% | +6.5% | -9.1% | -5.8% |
| 1Y | -1.8% | +6.1% | -8.0% | -4.9% |
| 3Y | +65.5% | +74.9% | -9.4% | +33.0% |
| 5Y | +55.8% | +81.3% | -25.5% | +22.1% |
| 10Y | +384.9% | +332.3% | +52.6% | +167.6% |
| All | +671.1% | +4,267.4% | -3,596.3% | +44.6% |
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