+699.9%
IYR vs RJF
+3,831.1%
-3,131.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | -0.4% | +1.8% | -2.1% | -1.1% |
| 30D | -2.5% | 0.0% | -2.5% | -2.6% |
| 3M | +1.5% | +18.0% | -16.5% | -5.4% |
| 6M | +3.9% | +17.0% | -13.1% | -3.2% |
| YTD | +9.5% | +11.1% | -1.6% | +3.7% |
| 1Y | +7.5% | +8.0% | -0.5% | +2.7% |
| 3Y | +30.8% | +73.3% | -42.5% | +0.6% |
| 5Y | +4.8% | +107.4% | -102.6% | -27.2% |
| 10Y | +64.3% | +428.5% | -364.2% | -28.7% |
| All | +699.9% | +3,831.1% | -3,131.3% | +84.4% |
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