-11.5%
IP vs RPRX
+95.1%
-106.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | 0.0% | +4.6% | -4.6% | -1.1% |
| 30D | +9.4% | +22.0% | -12.6% | +3.9% |
| 3M | -14.1% | +20.3% | -34.3% | -18.1% |
| 6M | +9.2% | +37.9% | -28.7% | +0.3% |
| YTD | -7.5% | +82.2% | -89.7% | -21.0% |
| 1Y | -2.8% | +83.7% | -86.5% | -17.1% |
| 3Y | +21.2% | +175.4% | -154.2% | -9.2% |
| 5Y | -11.5% | +87.7% | -99.2% | -23.4% |
| All | -11.5% | +95.1% | -106.6% | -23.4% |
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