-0.4%
IEF vs RPRX
+77.4%
-77.8%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | -0.3% | +5.1% | -5.4% | -0.4% |
| 30D | -0.8% | +11.2% | -12.0% | -1.1% |
| 3M | -1.0% | +16.7% | -17.7% | -1.4% |
| 6M | -2.8% | +36.0% | -38.8% | -3.8% |
| YTD | -1.5% | +67.8% | -69.3% | -2.7% |
| 1Y | -0.4% | +76.7% | -77.1% | -1.5% |
| All | -0.4% | +77.4% | -77.8% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling