-64.8%
Z vs IOVA
-64.9%
+0.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.2% | -2.3% |
| 7D | -3.0% | +9.7% | -12.7% | -4.2% |
| 30D | -4.2% | +102.5% | -106.7% | -14.3% |
| 3M | -3.7% | +100.7% | -104.4% | -14.6% |
| 6M | -24.5% | +106.3% | -130.8% | -34.3% |
| YTD | -49.3% | +222.0% | -271.3% | -59.3% |
| 1Y | -58.7% | +299.5% | -358.2% | -68.4% |
| 3Y | -34.1% | +42.9% | -77.1% | -49.4% |
| All | -64.8% | -64.9% | +0.1% | -68.6% |
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