+12.4%
ZBRA vs IOVA
+244.9%
-232.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | -0.2% |
| 7D | -3.8% | -6.4% | +2.7% | -3.8% |
| 30D | -10.2% | +25.4% | -35.6% | -10.2% |
| 3M | +58.7% | +115.3% | -56.7% | +57.2% |
| 6M | +61.9% | +56.5% | +5.4% | +61.3% |
| YTD | +41.7% | +198.2% | -156.5% | +38.7% |
| 1Y | +12.4% | +242.0% | -229.7% | +14.3% |
| All | +12.4% | +244.9% | -232.6% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling