+121.1%
IJH vs RPRX
+53.1%
+68.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.2% |
| 7D | -2.5% | -8.0% | +5.5% | -0.6% |
| 30D | -5.0% | +2.1% | -7.1% | -5.6% |
| 3M | +0.5% | +8.2% | -7.7% | -1.6% |
| 6M | +8.2% | +28.9% | -20.6% | +1.5% |
| YTD | +12.4% | +54.1% | -41.7% | +1.0% |
| 1Y | +14.4% | +65.5% | -51.2% | +0.7% |
| 3Y | +49.5% | +117.3% | -67.8% | +21.8% |
| 5Y | +47.8% | +71.6% | -23.8% | +28.5% |
| All | +121.1% | +53.1% | +68.1% | +92.5% |
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 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