-75.3%
IOVA vs ZCMD
-100.0%
+24.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +1.7% |
| 7D | -3.5% | -7.7% | +4.2% | -3.5% |
| 30D | -45.4% | -34.8% | -10.6% | -45.4% |
| 3M | +19.0% | -56.3% | +75.3% | +19.1% |
| 6M | +112.0% | -99.7% | +211.7% | +130.1% |
| YTD | +184.2% | -99.9% | +284.1% | +213.9% |
| 1Y | +222.0% | -99.9% | +321.9% | +258.8% |
| 3Y | +92.6% | -100.0% | +192.5% | +128.2% |
| 5Y | -63.2% | -100.0% | +36.8% | -55.1% |
| All | -75.3% | -100.0% | +24.7% | -66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling