+254.2%
IOVA vs ZCMD
-99.9%
+354.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.0% | -7.1% | -3.0% |
| 7D | -2.2% | -4.1% | +1.9% | -2.3% |
| 30D | +31.7% | -22.7% | +54.4% | +31.4% |
| 3M | +117.3% | -62.5% | +179.8% | +123.7% |
| 6M | +55.8% | -99.5% | +155.3% | +80.4% |
| YTD | +208.8% | -99.7% | +308.5% | +267.7% |
| All | +254.2% | -99.9% | +354.1% | +373.0% |
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