+55.6%
IOT vs RPRX
+75.4%
-19.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.6% |
| 7D | -0.8% | -8.0% | +7.2% | +2.2% |
| 30D | -4.7% | +2.1% | -6.7% | -5.7% |
| 3M | +17.8% | +8.2% | +9.6% | +13.4% |
| 6M | +16.8% | +28.9% | -12.0% | +4.6% |
| YTD | +8.4% | +54.1% | -45.7% | -10.7% |
| 1Y | -0.8% | +65.5% | -66.3% | -21.3% |
| 3Y | +25.7% | +117.3% | -91.5% | -16.5% |
| All | +55.6% | +75.4% | -19.8% | +27.0% |
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