+124.1%
RPRX vs IAG
+797.8%
-673.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.5% | -5.2% |
| 7D | -2.8% | +4.3% | -7.0% | -2.9% |
| 30D | +7.2% | +9.8% | -2.6% | +6.8% |
| 3M | +10.9% | +28.9% | -18.0% | +9.9% |
| 6M | +34.6% | -7.6% | +42.1% | +34.5% |
| YTD | +59.0% | +22.0% | +37.0% | +57.1% |
| 1Y | +72.5% | +99.5% | -27.0% | +67.0% |
| 3Y | +124.1% | +818.3% | -694.2% | +87.9% |
| All | +124.1% | +797.8% | -673.7% | +87.9% |
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