-74.1%
IOVA vs ZCMD
-100.0%
+25.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -3.4% |
| 7D | -6.4% | -2.0% | -4.4% | -6.4% |
| 30D | +25.4% | -19.8% | +45.2% | +25.4% |
| 3M | +115.3% | -62.1% | +177.4% | +116.3% |
| 6M | +56.5% | -99.5% | +156.0% | +70.4% |
| YTD | +198.2% | -99.7% | +297.9% | +229.1% |
| 1Y | +242.0% | -99.9% | +341.9% | +285.1% |
| 3Y | +36.8% | -100.0% | +136.8% | +63.3% |
| 5Y | -64.3% | -100.0% | +35.7% | -56.9% |
| All | -74.1% | -100.0% | +25.9% | -65.2% |
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