+107.7%
IEFA vs RPRX
+52.7%
+55.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.6% | -8.4% | +6.8% | 0.0% |
| 30D | -1.5% | -0.6% | -0.9% | -1.4% |
| 3M | +3.4% | +6.4% | -3.0% | +2.0% |
| 6M | +9.5% | +26.6% | -17.1% | +4.5% |
| YTD | +13.0% | +53.8% | -40.7% | +4.0% |
| 1Y | +18.0% | +62.8% | -44.8% | +7.2% |
| 3Y | +65.4% | +118.0% | -52.7% | +41.1% |
| 5Y | +51.6% | +71.2% | -19.6% | +35.8% |
| All | +107.7% | +52.7% | +55.0% | +86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling