+123.4%
ZBH vs IOVA
-91.6%
+215.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -0.9% |
| 7D | -2.8% | +9.7% | -12.6% | -3.0% |
| 30D | -0.1% | +102.5% | -102.6% | -1.5% |
| 3M | +13.4% | +100.7% | -87.3% | +11.7% |
| 6M | +3.0% | +106.3% | -103.4% | +1.1% |
| YTD | +9.7% | +222.0% | -212.3% | +6.6% |
| 1Y | -5.4% | +299.5% | -304.9% | -8.6% |
| 3Y | -15.6% | +42.9% | -58.5% | -18.2% |
| 5Y | -28.1% | -65.0% | +36.9% | -29.6% |
| 10Y | -15.2% | +10.3% | -25.5% | -18.3% |
| All | +123.4% | -91.6% | +215.0% | +116.2% |
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