+774.7%
IBKR vs RPRX
+52.7%
+722.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -1.3% | -8.4% | +7.0% | +0.4% |
| 30D | -0.2% | -0.6% | +0.4% | -0.1% |
| 3M | +3.0% | +6.4% | -3.5% | +1.4% |
| 6M | +33.9% | +26.6% | +7.3% | +27.0% |
| YTD | +42.5% | +53.8% | -11.3% | +29.9% |
| 1Y | +44.9% | +62.8% | -17.9% | +30.2% |
| 3Y | +293.0% | +118.0% | +175.0% | +231.1% |
| 5Y | +497.7% | +71.2% | +426.5% | +433.3% |
| All | +774.7% | +52.7% | +722.0% | +690.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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