+71.1%
RPRX vs IFF
-35.8%
+106.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -8.4% | -3.2% | -5.2% | -7.8% |
| 30D | -0.6% | -0.3% | -0.3% | -0.6% |
| 3M | +6.4% | +8.4% | -2.0% | +4.6% |
| 6M | +26.6% | +23.0% | +3.6% | +20.8% |
| YTD | +53.8% | +25.5% | +28.3% | +45.9% |
| 1Y | +62.8% | +29.1% | +33.7% | +53.4% |
| 3Y | +118.0% | +31.7% | +86.4% | +101.6% |
| All | +71.1% | -35.8% | +106.9% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling