-63.8%
IOVA vs ZCMD
-100.0%
+36.2%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -1.0% |
| 7D | +5.1% | -1.4% | +6.5% | +5.1% |
| 30D | +37.2% | -21.6% | +58.8% | +37.0% |
| 3M | +117.5% | -67.4% | +184.9% | +120.6% |
| 6M | +69.6% | -99.4% | +169.0% | +79.6% |
| YTD | +218.7% | -99.7% | +318.4% | +240.2% |
| 1Y | +265.5% | -99.9% | +365.4% | +293.9% |
| 3Y | +46.2% | -100.0% | +146.2% | +59.5% |
| All | -63.8% | -100.0% | +36.2% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling