+431.3%
IRM vs RPRX
+81.2%
+350.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | +6.8% | +3.3% | +3.4% | +6.1% |
| 30D | +2.6% | +17.9% | -15.3% | -0.7% |
| 3M | -9.5% | +19.2% | -28.7% | -12.7% |
| 6M | -8.5% | +31.7% | -40.2% | -13.7% |
| YTD | +40.3% | +82.5% | -42.2% | +23.7% |
| 1Y | +28.7% | +78.4% | -49.8% | +14.0% |
| 3Y | +111.8% | +177.0% | -65.1% | +69.9% |
| 5Y | +189.1% | +86.5% | +102.6% | +149.0% |
| All | +431.3% | +81.2% | +350.2% | +355.9% |
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