+120.4%
IWM vs RPRX
+66.6%
+53.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.1% | +5.1% | -5.0% | -1.3% |
| 30D | -1.3% | +11.2% | -12.5% | -4.1% |
| 3M | +1.6% | +16.7% | -15.1% | -2.9% |
| 6M | +13.6% | +36.0% | -22.4% | +3.9% |
| YTD | +20.8% | +67.8% | -47.1% | +4.1% |
| 1Y | +26.4% | +76.7% | -50.3% | +7.0% |
| 3Y | +60.7% | +128.1% | -67.4% | +24.7% |
| 5Y | +38.2% | +82.9% | -44.7% | +15.0% |
| All | +120.4% | +66.6% | +53.8% | +84.1% |
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