-29.5%
ZBH vs IOVA
-64.1%
+34.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.6% |
| 7D | -4.9% | -2.2% | -2.7% | -4.8% |
| 30D | -3.2% | +31.7% | -35.0% | -4.7% |
| 3M | +5.8% | +117.3% | -111.4% | +0.8% |
| 6M | +2.0% | +55.8% | -53.9% | -1.6% |
| YTD | +5.8% | +208.8% | -203.0% | -2.6% |
| 1Y | -7.9% | +255.7% | -263.6% | -16.5% |
| 3Y | -19.4% | +41.7% | -61.0% | -27.6% |
| 5Y | -29.5% | -64.9% | +35.4% | -31.0% |
| All | -29.5% | -64.1% | +34.6% | -31.0% |
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