+138.8%
ZBH vs IOVA
-92.7%
+231.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.7% | +3.0% | -2.6% |
| 7D | -2.1% | -1.4% | -0.7% | -2.1% |
| 30D | +13.6% | -47.4% | +60.9% | +14.6% |
| 3M | +7.1% | +13.2% | -6.1% | +6.5% |
| 6M | +26.1% | +114.3% | -88.2% | +23.5% |
| YTD | +17.2% | +179.5% | -162.3% | +13.9% |
| 1Y | +17.4% | +200.4% | -183.0% | +13.8% |
| 3Y | +2.0% | +92.2% | -90.2% | -1.8% |
| 5Y | -15.0% | -63.8% | +48.8% | -16.9% |
| 10Y | +19.4% | +0.4% | +19.0% | +14.9% |
| All | +138.8% | -92.7% | +231.5% | +131.0% |
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 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