+55.4%
IOT vs RPRX
+75.0%
-19.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -4.5% | -8.4% | +3.8% | -1.5% |
| 30D | -2.4% | -0.6% | -1.8% | -2.5% |
| 3M | +19.0% | +6.4% | +12.5% | +15.4% |
| 6M | +19.6% | +26.6% | -7.0% | +7.9% |
| YTD | +8.3% | +53.8% | -45.5% | -10.7% |
| 1Y | -0.8% | +62.8% | -63.6% | -20.7% |
| 3Y | +24.4% | +118.0% | -93.6% | -17.7% |
| All | +55.4% | +75.0% | -19.6% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling