-72.1%
IOVA vs ZCMD
-100.0%
+27.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.8% | +1.0% |
| 7D | +9.7% | -8.0% | +17.7% | +9.7% |
| 30D | +102.5% | -27.9% | +130.4% | +102.5% |
| 3M | +100.7% | -74.6% | +175.3% | +103.1% |
| 6M | +106.3% | -99.5% | +205.8% | +124.0% |
| YTD | +222.0% | -99.7% | +321.7% | +255.3% |
| 1Y | +299.5% | -99.9% | +399.4% | +349.2% |
| 3Y | +42.9% | -100.0% | +142.9% | +70.7% |
| 5Y | -65.0% | -100.0% | +35.0% | -57.6% |
| All | -72.1% | -100.0% | +27.9% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling