+378.0%
IOVA vs ZCMD
-99.9%
+477.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.5% |
| 7D | -41.3% | -13.3% | -27.9% | -41.4% |
| 30D | -38.5% | -49.6% | +11.1% | -39.1% |
| 3M | +99.5% | -54.6% | +154.2% | +97.8% |
| 6M | +126.0% | -99.8% | +225.7% | +159.0% |
| YTD | +218.7% | -99.9% | +318.5% | +269.9% |
| 1Y | +378.0% | -99.9% | +477.9% | +537.9% |
| All | +378.0% | -99.9% | +477.9% | +537.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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