+77.7%
ICE vs RPRX
+53.1%
+24.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | 0.0% |
| 7D | -5.3% | -8.0% | +2.7% | -4.1% |
| 30D | +3.0% | +2.1% | +0.9% | +2.6% |
| 3M | +11.4% | +8.2% | +3.2% | +10.0% |
| 6M | -2.0% | +28.9% | -30.9% | -6.1% |
| YTD | -3.1% | +54.1% | -57.3% | -9.8% |
| 1Y | -8.4% | +65.5% | -73.9% | -15.9% |
| 3Y | +40.7% | +117.3% | -76.5% | +22.3% |
| 5Y | +40.0% | +71.6% | -31.6% | +27.9% |
| All | +77.7% | +53.1% | +24.7% | +61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling