+35.3%
ZBRA vs IOVA
+41.0%
-5.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -2.0% |
| 7D | -1.8% | -2.2% | +0.4% | -1.6% |
| 30D | -8.8% | +31.7% | -40.5% | -10.9% |
| 3M | +47.2% | +117.3% | -70.0% | +36.5% |
| 6M | +61.3% | +55.8% | +5.5% | +53.0% |
| YTD | +42.0% | +208.8% | -166.8% | +24.8% |
| 1Y | +10.5% | +255.7% | -245.2% | -5.3% |
| All | +35.3% | +41.0% | -5.6% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling