+108.3%
IEMG vs RPRX
+57.8%
+50.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.6% | -4.0% | +5.6% | +2.2% |
| 30D | +4.6% | +4.9% | -0.3% | +3.8% |
| 3M | +4.8% | +9.4% | -4.5% | +3.2% |
| 6M | +16.8% | +33.3% | -16.5% | +11.0% |
| YTD | +24.8% | +59.0% | -34.1% | +15.2% |
| 1Y | +34.3% | +69.2% | -34.9% | +22.4% |
| 3Y | +87.0% | +124.1% | -37.1% | +61.3% |
| 5Y | +49.9% | +77.9% | -27.9% | +34.6% |
| All | +108.3% | +57.8% | +50.5% | +87.7% |
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