+148.2%
IWD vs RPRX
+66.6%
+81.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.3% | +5.1% | -5.4% | -1.2% |
| 30D | +0.6% | +11.2% | -10.6% | -1.4% |
| 3M | +7.2% | +16.7% | -9.5% | +4.0% |
| 6M | +16.2% | +36.0% | -19.8% | +9.3% |
| YTD | +23.3% | +67.8% | -44.5% | +11.4% |
| 1Y | +29.6% | +76.7% | -47.1% | +15.7% |
| 3Y | +70.5% | +128.1% | -57.7% | +43.8% |
| 5Y | +73.5% | +82.9% | -9.4% | +53.0% |
| All | +148.2% | +66.6% | +81.5% | +118.0% |
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