-9.7%
IP vs RPRX
+93.9%
-103.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.3% |
| 7D | -3.0% | +3.4% | -6.4% | -3.9% |
| 30D | +10.6% | +20.8% | -10.2% | +5.3% |
| 3M | -13.6% | +21.6% | -35.2% | -17.9% |
| 6M | +10.4% | +36.5% | -26.1% | +1.7% |
| YTD | -6.5% | +80.4% | -86.9% | -19.8% |
| 1Y | -2.1% | +81.8% | -83.9% | -16.2% |
| 3Y | +22.0% | +170.9% | -148.9% | -8.1% |
| 5Y | -9.7% | +95.2% | -104.9% | -22.0% |
| All | -9.7% | +93.9% | -103.6% | -22.0% |
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 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