+122.9%
IJH vs RPRX
+52.7%
+70.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.9% | -8.4% | +6.5% | +0.1% |
| 30D | -4.6% | -0.6% | -4.0% | -4.6% |
| 3M | -1.2% | +6.4% | -7.6% | -2.8% |
| 6M | +9.4% | +26.6% | -17.2% | +3.0% |
| YTD | +13.3% | +53.8% | -40.4% | +1.8% |
| 1Y | +13.4% | +62.8% | -49.4% | +0.2% |
| 3Y | +50.4% | +118.0% | -67.6% | +22.4% |
| 5Y | +49.0% | +71.2% | -22.2% | +29.6% |
| All | +122.9% | +52.7% | +70.2% | +94.1% |
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