+45.3%
IP vs RPRX
+66.6%
-21.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -5.3% | +5.1% | -10.4% | -6.1% |
| 30D | -10.9% | +11.2% | -22.1% | -12.5% |
| 3M | +11.2% | +16.7% | -5.5% | +8.2% |
| 6M | -10.2% | +36.0% | -46.2% | -15.0% |
| YTD | -2.0% | +67.8% | -69.8% | -10.3% |
| 1Y | -19.1% | +76.7% | -95.8% | -26.8% |
| 3Y | +20.9% | +128.1% | -107.3% | +4.2% |
| 5Y | -17.8% | +82.9% | -100.7% | -26.1% |
| All | +45.3% | +66.6% | -21.3% | +30.4% |
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 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