-16.1%
IP vs RPRX
+83.4%
-99.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -5.3% | +5.1% | -10.4% | -6.4% |
| 30D | -10.9% | +11.2% | -22.1% | -13.2% |
| 3M | +11.2% | +16.7% | -5.5% | +7.0% |
| 6M | -10.2% | +36.0% | -46.2% | -16.9% |
| YTD | -2.0% | +67.8% | -69.8% | -13.7% |
| 1Y | -19.1% | +76.7% | -95.8% | -29.9% |
| 3Y | +20.9% | +128.1% | -107.3% | -2.5% |
| All | -16.1% | +83.4% | -99.5% | -26.1% |
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