+82.0%
RPRX vs IFF
+44.8%
+37.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.6% | +2.5% |
| 7D | +4.2% | -3.3% | +7.5% | +4.7% |
| 30D | +19.2% | +5.3% | +13.9% | +18.2% |
| 3M | +18.0% | +8.9% | +9.1% | +16.2% |
| 6M | +35.7% | +26.3% | +9.4% | +29.3% |
| YTD | +77.2% | +32.2% | +45.1% | +64.4% |
| 1Y | +82.0% | +45.8% | +36.3% | +60.3% |
| All | +82.0% | +44.8% | +37.2% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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