+77.9%
RPRX vs IAG
+804.8%
-727.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | -4.0% | +1.7% | -5.7% | -4.1% |
| 30D | +4.9% | +11.4% | -6.5% | +4.3% |
| 3M | +9.4% | +33.0% | -23.7% | +7.6% |
| 6M | +33.3% | -6.0% | +39.3% | +33.1% |
| YTD | +59.0% | +24.6% | +34.4% | +55.9% |
| 1Y | +69.2% | +105.0% | -35.8% | +61.0% |
| 3Y | +124.1% | +837.9% | -713.8% | +88.2% |
| 5Y | +77.9% | +817.0% | -739.1% | +51.8% |
| All | +77.9% | +804.8% | -727.0% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling