+6.5%
IYR vs RPRX
+70.9%
-64.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -1.4% | -8.4% | +7.0% | +1.1% |
| 30D | -2.7% | -0.6% | -2.0% | -2.6% |
| 3M | -2.1% | +6.4% | -8.6% | -4.2% |
| 6M | +3.6% | +26.6% | -23.0% | -3.8% |
| YTD | +8.1% | +53.8% | -45.6% | -5.3% |
| 1Y | +4.7% | +62.8% | -58.1% | -10.3% |
| 3Y | +29.1% | +118.0% | -88.9% | -0.8% |
| All | +6.5% | +70.9% | -64.4% | -8.5% |
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