-54.9%
Z vs IOVA
-67.2%
+12.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.4% |
| 7D | -6.5% | -8.5% | +2.0% | -5.4% |
| 30D | -0.1% | -44.7% | +44.6% | +5.7% |
| 3M | -14.1% | +26.2% | -40.4% | -19.1% |
| 6M | -30.1% | +123.2% | -153.3% | -40.7% |
| YTD | -57.5% | +196.0% | -253.5% | -66.3% |
| 1Y | -60.3% | +240.9% | -301.3% | -69.4% |
| 3Y | -21.0% | +103.5% | -124.6% | -44.1% |
| 5Y | -54.9% | -65.5% | +10.6% | -61.4% |
| All | -54.9% | -67.2% | +12.3% | -61.4% |
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 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