+13.9%
IOVA vs ZYBT
-58.4%
+72.3%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.1% |
| 7D | -2.2% | -3.7% | +1.5% | -2.2% |
| 30D | +31.7% | -12.8% | +44.5% | +31.7% |
| 3M | +117.3% | +76.2% | +41.1% | +115.2% |
| 6M | +55.8% | +109.3% | -53.5% | +52.1% |
| YTD | +208.8% | +36.5% | +172.3% | +205.4% |
| 1Y | +255.7% | -84.0% | +339.7% | +279.5% |
| All | +13.9% | -58.4% | +72.3% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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