+123.8%
IJR vs RPRX
+57.8%
+66.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.1% | -4.0% | +2.9% | -0.2% |
| 30D | -3.6% | +4.9% | -8.6% | -4.8% |
| 3M | +2.3% | +9.4% | -7.0% | -0.1% |
| 6M | +14.3% | +33.3% | -18.9% | +6.1% |
| YTD | +19.3% | +59.0% | -39.7% | +5.9% |
| 1Y | +22.6% | +69.2% | -46.6% | +6.9% |
| 3Y | +53.5% | +124.1% | -70.5% | +23.2% |
| 5Y | +39.9% | +77.9% | -37.9% | +19.8% |
| All | +123.8% | +57.8% | +66.0% | +92.2% |
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