+166.6%
IWF vs RPRX
+52.7%
+113.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.9% | -8.4% | +7.4% | +0.9% |
| 30D | -1.7% | -0.6% | -1.1% | -1.7% |
| 3M | +0.7% | +6.4% | -5.8% | -1.0% |
| 6M | +8.6% | +26.6% | -18.0% | +2.6% |
| YTD | +3.5% | +53.8% | -50.3% | -6.5% |
| 1Y | +7.0% | +62.8% | -55.8% | -4.8% |
| 3Y | +76.3% | +118.0% | -41.7% | +44.7% |
| 5Y | +74.8% | +71.2% | +3.6% | +54.6% |
| All | +166.6% | +52.7% | +113.9% | +136.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling