+488.4%
RTX vs IOVA
-92.3%
+580.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.3% |
| 7D | -5.1% | -5.2% | 0.0% | -5.1% |
| 30D | +5.1% | -37.8% | +42.9% | +5.7% |
| 3M | -14.8% | +29.5% | -44.3% | -15.4% |
| 6M | +8.0% | +96.6% | -88.5% | +6.3% |
| YTD | +4.5% | +194.5% | -190.0% | +2.0% |
| 1Y | +9.8% | +248.1% | -238.2% | +6.9% |
| 3Y | +144.2% | +86.1% | +58.1% | +136.5% |
| 5Y | +131.4% | -67.8% | +199.3% | +127.0% |
| 10Y | +273.3% | +38.6% | +234.6% | +260.1% |
| All | +488.4% | -92.3% | +580.7% | +439.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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