-9.5%
IEF vs RPRX
+70.9%
-80.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.2% |
| 7D | -1.3% | -8.4% | +7.0% | -1.1% |
| 30D | -1.7% | -0.6% | -1.1% | -1.7% |
| 3M | -2.5% | +6.4% | -9.0% | -2.7% |
| 6M | -3.3% | +26.6% | -29.8% | -3.9% |
| YTD | -2.8% | +53.8% | -56.6% | -3.9% |
| 1Y | -2.7% | +62.8% | -65.5% | -4.0% |
| 3Y | +8.9% | +118.0% | -109.1% | +6.6% |
| All | -9.5% | +70.9% | -80.4% | -10.5% |
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 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