+104.4%
IRM vs RPRX
+126.7%
-22.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | +0.5% |
| 7D | +1.6% | -2.8% | +4.4% | +2.2% |
| 30D | -4.2% | +7.2% | -11.3% | -5.8% |
| 3M | -5.4% | +10.9% | -16.3% | -7.8% |
| 6M | +12.0% | +34.6% | -22.5% | +4.0% |
| YTD | +42.0% | +59.0% | -16.9% | +27.0% |
| 1Y | +29.9% | +72.5% | -42.7% | +13.2% |
| 3Y | +104.4% | +124.1% | -19.7% | +65.3% |
| All | +104.4% | +126.7% | -22.3% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling