+441.7%
IRM vs RPRX
+66.6%
+375.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.5% | +5.1% | -5.6% | -1.5% |
| 30D | -8.1% | +11.2% | -19.3% | -10.1% |
| 3M | -9.7% | +16.7% | -26.4% | -12.6% |
| 6M | +10.0% | +36.0% | -26.0% | +3.0% |
| YTD | +43.0% | +67.8% | -24.8% | +28.3% |
| 1Y | +32.7% | +76.7% | -44.0% | +17.4% |
| 3Y | +102.7% | +128.1% | -25.4% | +68.9% |
| 5Y | +187.6% | +82.9% | +104.7% | +150.8% |
| All | +441.7% | +66.6% | +375.0% | +372.8% |
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