+423.3%
IRM vs RPRX
+53.1%
+370.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.4% |
| 7D | -1.8% | -8.0% | +6.2% | -0.2% |
| 30D | -7.8% | +2.1% | -9.8% | -8.2% |
| 3M | -7.9% | +8.2% | -16.0% | -9.5% |
| 6M | +6.3% | +28.9% | -22.5% | +0.6% |
| YTD | +38.2% | +54.1% | -16.0% | +26.0% |
| 1Y | +19.8% | +65.5% | -45.7% | +7.4% |
| 3Y | +98.8% | +117.3% | -18.5% | +67.2% |
| 5Y | +191.8% | +71.6% | +120.2% | +158.5% |
| All | +423.3% | +53.1% | +370.3% | +364.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling