+26.0%
IVZ vs RPRX
+82.8%
-56.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | +2.2% | +4.6% | -2.4% | +1.2% |
| 30D | -2.2% | +22.0% | -24.2% | -6.4% |
| 3M | -8.4% | +20.3% | -28.7% | -12.0% |
| 6M | +6.2% | +37.9% | -31.7% | -5.0% |
| YTD | +12.4% | +82.2% | -69.8% | -10.5% |
| 1Y | +26.0% | +83.7% | -57.7% | -0.1% |
| All | +26.0% | +82.8% | -56.8% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling