+164.5%
IWF vs RPRX
+53.1%
+111.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.3% |
| 7D | -1.7% | -8.0% | +6.3% | 0.0% |
| 30D | -1.8% | +2.1% | -3.9% | -2.4% |
| 3M | +1.5% | +8.2% | -6.7% | -0.6% |
| 6M | +7.7% | +28.9% | -21.2% | +1.4% |
| YTD | +2.7% | +54.1% | -51.4% | -7.3% |
| 1Y | +6.8% | +65.5% | -58.8% | -5.4% |
| 3Y | +76.9% | +117.3% | -40.4% | +45.3% |
| 5Y | +73.4% | +71.6% | +1.8% | +53.3% |
| All | +164.5% | +53.1% | +111.5% | +134.8% |
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