-18.5%
Z vs IOVA
-0.9%
-17.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.7% | +3.4% | -1.4% |
| 7D | -4.9% | -1.4% | -3.5% | -4.7% |
| 30D | +3.0% | -47.4% | +50.3% | +11.6% |
| 3M | -13.4% | +13.2% | -26.6% | -18.3% |
| 6M | -27.3% | +114.3% | -141.7% | -40.6% |
| YTD | -57.8% | +179.5% | -237.3% | -68.0% |
| 1Y | -60.0% | +200.4% | -260.4% | -70.3% |
| 3Y | -21.5% | +92.2% | -113.7% | -47.6% |
| 5Y | -55.0% | -63.8% | +8.8% | -62.9% |
| All | -18.5% | -0.9% | -17.6% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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