+65.5%
RPRX vs IAG
+94.1%
-28.6%
-8.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -3.0% |
| 7D | -8.0% | -4.1% | -4.0% | -7.9% |
| 30D | +2.1% | +10.6% | -8.6% | +1.9% |
| 3M | +8.2% | +35.4% | -27.2% | +7.5% |
| 6M | +28.9% | -9.5% | +38.4% | +28.4% |
| YTD | +54.1% | +21.8% | +32.3% | +53.2% |
| 1Y | +65.5% | +84.1% | -18.6% | +62.0% |
| All | +65.5% | +94.1% | -28.6% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling