+114.3%
IWM vs RPRX
+53.1%
+61.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.2% |
| 7D | -2.5% | -8.0% | +5.5% | -0.4% |
| 30D | -4.4% | +2.1% | -6.5% | -5.0% |
| 3M | +2.2% | +8.2% | -5.9% | -0.2% |
| 6M | +14.0% | +28.9% | -14.9% | +5.8% |
| YTD | +17.4% | +54.1% | -36.8% | +3.4% |
| 1Y | +22.9% | +65.5% | -42.6% | +5.9% |
| 3Y | +62.1% | +117.3% | -55.2% | +27.2% |
| 5Y | +38.2% | +71.6% | -33.4% | +17.1% |
| All | +114.3% | +53.1% | +61.2% | +83.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling