+39.9%
ICE vs RPRX
+77.0%
-37.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.9% | -4.0% | +3.1% | -0.1% |
| 30D | +4.0% | +4.9% | -1.0% | +2.9% |
| 3M | +11.0% | +9.4% | +1.6% | +8.9% |
| 6M | -5.0% | +33.3% | -38.2% | -10.4% |
| YTD | -2.7% | +59.0% | -61.7% | -11.6% |
| 1Y | -8.6% | +69.2% | -77.8% | -18.3% |
| 3Y | +41.4% | +124.1% | -82.7% | +17.3% |
| 5Y | +39.9% | +77.9% | -38.0% | +28.2% |
| All | +39.9% | +77.0% | -37.1% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling