+56.1%
RPRX vs IFF
-23.3%
+79.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.4% | -5.1% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | +7.2% | -0.3% | +7.5% | +7.2% |
| 3M | +10.9% | +18.6% | -7.7% | +7.2% |
| 6M | +34.6% | +17.4% | +17.2% | +29.6% |
| YTD | +59.0% | +28.5% | +30.5% | +50.3% |
| 1Y | +72.5% | +32.5% | +40.0% | +62.0% |
| 3Y | +124.1% | +34.1% | +90.0% | +107.0% |
| 5Y | +75.9% | -35.2% | +111.1% | +82.6% |
| All | +56.1% | -23.3% | +79.4% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling