+22.2%
Z vs IOVA
+2.0%
+20.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.5% | +10.9% | +9.6% |
| 7D | +10.2% | -41.3% | +51.4% | +17.3% |
| 30D | +23.7% | -38.5% | +62.2% | +30.4% |
| 3M | -6.6% | +99.5% | -106.1% | -20.8% |
| 6M | -23.0% | +126.0% | -149.0% | -37.2% |
| YTD | -50.3% | +218.7% | -269.0% | -62.8% |
| 1Y | -53.6% | +378.0% | -431.6% | -68.1% |
| 3Y | -10.1% | +106.7% | -116.7% | -39.3% |
| 5Y | -49.8% | -64.5% | +14.7% | -58.0% |
| 10Y | -1.6% | +50.0% | -51.6% | -36.5% |
| All | +22.2% | +2.0% | +20.2% | -16.6% |
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 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