+283.1%
IVZ vs RPRX
+66.6%
+216.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +0.6% | +5.1% | -4.5% | -1.0% |
| 30D | +4.0% | +11.2% | -7.2% | +0.5% |
| 3M | +18.2% | +16.7% | +1.5% | +12.1% |
| 6M | +32.8% | +36.0% | -3.2% | +19.8% |
| YTD | +28.7% | +67.8% | -39.1% | +8.3% |
| 1Y | +55.4% | +76.7% | -21.3% | +28.1% |
| 3Y | +135.2% | +128.1% | +7.1% | +76.5% |
| 5Y | +64.2% | +82.9% | -18.7% | +33.8% |
| All | +283.1% | +66.6% | +216.5% | +213.5% |
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