+24.7%
Z vs IOVA
+3.0%
+21.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.2% | -2.3% |
| 7D | -3.0% | +9.7% | -12.7% | -4.4% |
| 30D | -4.2% | +102.5% | -106.7% | -16.4% |
| 3M | -3.7% | +100.7% | -104.4% | -16.8% |
| 6M | -24.5% | +106.3% | -130.8% | -36.2% |
| YTD | -49.3% | +222.0% | -271.3% | -60.9% |
| 1Y | -58.7% | +299.5% | -358.2% | -69.8% |
| 3Y | -34.1% | +42.9% | -77.1% | -51.3% |
| 5Y | -64.5% | -65.0% | +0.4% | -69.4% |
| 10Y | -0.5% | +10.3% | -10.8% | -31.5% |
| All | +24.7% | +3.0% | +21.6% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling