+175.4%
RPRX vs IAG
+708.7%
-533.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.7% | +7.6% | +1.1% |
| 7D | +4.6% | +16.8% | -12.3% | +4.2% |
| 30D | +22.0% | -1.5% | +23.5% | +22.0% |
| 3M | +20.3% | +0.5% | +19.8% | +20.2% |
| 6M | +37.9% | -1.0% | +38.9% | +37.7% |
| YTD | +82.2% | +12.3% | +69.9% | +80.7% |
| 1Y | +83.7% | +39.2% | +44.4% | +81.1% |
| 3Y | +175.4% | +712.3% | -536.8% | +142.4% |
| All | +175.4% | +708.7% | -533.3% | +142.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling