+84.0%
ICE vs RPRX
+66.6%
+17.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.7% | +5.1% | -5.8% | -1.4% |
| 30D | +7.6% | +11.2% | -3.6% | +5.8% |
| 3M | +13.9% | +16.7% | -2.8% | +11.1% |
| 6M | -2.4% | +36.0% | -38.3% | -7.2% |
| YTD | +0.3% | +67.8% | -67.5% | -7.9% |
| 1Y | -6.4% | +76.7% | -83.1% | -15.0% |
| 3Y | +43.1% | +128.1% | -85.0% | +23.6% |
| 5Y | +42.1% | +82.9% | -40.8% | +28.4% |
| All | +84.0% | +66.6% | +17.3% | +65.3% |
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