+40.0%
IWM vs RPRX
+74.2%
-34.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | +1.2% |
| 7D | +1.4% | -2.8% | +4.2% | +2.2% |
| 30D | -2.3% | +7.2% | -9.4% | -4.5% |
| 3M | +4.0% | +10.9% | -6.9% | +0.3% |
| 6M | +17.9% | +34.6% | -16.6% | +6.5% |
| YTD | +20.2% | +59.0% | -38.8% | +2.6% |
| 1Y | +25.0% | +72.5% | -47.6% | +3.3% |
| 3Y | +66.0% | +124.1% | -58.1% | +22.6% |
| 5Y | +40.0% | +75.9% | -35.9% | +17.4% |
| All | +40.0% | +74.2% | -34.2% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling