+128.7%
IVZ vs RPRX
+159.9%
-31.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -11.2% | +18.6% | -29.8% | -15.0% |
| 3M | -14.0% | +18.0% | -32.0% | -17.6% |
| 6M | +0.5% | +33.8% | -33.4% | -7.6% |
| YTD | +5.4% | +76.6% | -71.1% | -10.2% |
| 1Y | +19.5% | +68.2% | -48.8% | +3.0% |
| 3Y | +128.7% | +161.5% | -32.8% | +72.3% |
| All | +128.7% | +159.9% | -31.2% | +72.3% |
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