+41.3%
ICE vs RPRX
+123.5%
-82.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.9% | -4.0% | +3.1% | -0.5% |
| 30D | +4.0% | +4.9% | -1.0% | +3.5% |
| 3M | +11.0% | +9.4% | +1.6% | +10.0% |
| 6M | -5.0% | +33.3% | -38.2% | -7.3% |
| YTD | -2.7% | +59.0% | -61.7% | -6.6% |
| 1Y | -8.6% | +69.2% | -77.8% | -12.9% |
| All | +41.3% | +123.5% | -82.2% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling