+77.9%
RPRX vs IBN
+54.0%
+23.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | -4.0% | -5.1% | +1.1% | -2.7% |
| 30D | +4.9% | -3.5% | +8.5% | +5.9% |
| 3M | +9.4% | +11.3% | -2.0% | +6.4% |
| 6M | +33.3% | +4.4% | +28.9% | +31.5% |
| YTD | +59.0% | -1.8% | +60.8% | +59.1% |
| 1Y | +69.2% | -8.0% | +77.2% | +72.0% |
| 3Y | +124.1% | +27.1% | +97.0% | +105.5% |
| 5Y | +77.9% | +54.5% | +23.4% | +49.1% |
| All | +77.9% | +54.0% | +23.8% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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