+33.6%
IP vs RPRX
+76.0%
-42.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -5.0% | +2.5% | -7.5% | -5.4% |
| 30D | +6.5% | +19.7% | -13.2% | +3.2% |
| 3M | -18.0% | +17.5% | -35.5% | -20.4% |
| 6M | +10.3% | +35.1% | -24.8% | +4.6% |
| YTD | -9.9% | +77.3% | -87.2% | -18.4% |
| 1Y | -1.1% | +70.4% | -71.5% | -9.9% |
| 3Y | +13.0% | +161.0% | -148.0% | -4.8% |
| 5Y | -12.3% | +92.2% | -104.4% | -21.9% |
| All | +33.6% | +76.0% | -42.4% | +18.7% |
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