+523.3%
RTX vs IOVA
-91.6%
+615.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | -5.2% | +9.7% | -14.9% | -5.3% |
| 30D | -9.4% | +102.5% | -111.9% | -10.5% |
| 3M | +12.3% | +100.7% | -88.4% | +10.9% |
| 6M | -3.1% | +106.3% | -109.5% | -4.5% |
| YTD | +10.7% | +222.0% | -211.3% | +8.2% |
| 1Y | +28.4% | +299.5% | -271.1% | +25.0% |
| 3Y | +147.1% | +42.9% | +104.1% | +140.6% |
| 5Y | +167.2% | -65.0% | +232.2% | +162.6% |
| 10Y | +274.7% | +10.3% | +264.4% | +262.6% |
| All | +523.3% | -91.6% | +615.0% | +472.2% |
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