+724.9%
IWF vs RJF
+4,456.7%
-3,731.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +1.5% | +1.8% | -0.3% | +0.9% |
| 30D | -1.3% | 0.0% | -1.3% | -1.3% |
| 3M | +0.1% | +18.0% | -17.8% | -5.8% |
| 6M | +10.3% | +17.0% | -6.7% | +3.9% |
| YTD | +4.2% | +11.1% | -7.0% | -0.5% |
| 1Y | +9.3% | +8.0% | +1.4% | +5.3% |
| 3Y | +79.3% | +73.3% | +6.1% | +44.6% |
| 5Y | +73.8% | +107.4% | -33.6% | +30.1% |
| 10Y | +410.9% | +428.5% | -17.6% | +163.5% |
| All | +724.9% | +4,456.7% | -3,731.7% | +52.7% |
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