+23.7%
IWM vs RJF
+79.5%
-55.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +2.8% | +1.5% | +1.3% | +2.0% |
| 30D | +0.6% | +6.7% | -6.1% | -2.7% |
| 3M | -7.8% | -7.3% | -0.4% | -4.4% |
| 6M | -1.0% | +9.8% | -10.7% | -6.4% |
| YTD | +13.9% | +5.6% | +8.2% | +9.0% |
| 1Y | +15.4% | +2.3% | +13.2% | +12.4% |
| 3Y | +70.2% | +73.6% | -3.4% | +22.2% |
| 5Y | +23.7% | +79.9% | -56.2% | -15.9% |
| All | +23.7% | +79.5% | -55.8% | -15.9% |
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