-54.1%
Z vs IOVA
-67.8%
+13.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -11.0% | +0.4% | -9.3% |
| 7D | -2.3% | -19.0% | +16.8% | 0.0% |
| 30D | +9.4% | -40.3% | +49.6% | +14.6% |
| 3M | -16.1% | +78.3% | -94.4% | -25.6% |
| 6M | -30.4% | +94.5% | -124.9% | -40.0% |
| YTD | -55.6% | +183.5% | -239.1% | -64.6% |
| 1Y | -58.5% | +327.6% | -386.1% | -69.3% |
| 3Y | -19.6% | +83.8% | -103.5% | -42.3% |
| 5Y | -54.1% | -69.0% | +14.9% | -61.8% |
| All | -54.1% | -67.8% | +13.6% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling