+312.3%
ZETA vs IOVA
-63.5%
+375.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.9% |
| 7D | +18.1% | -3.5% | +21.6% | +18.7% |
| 30D | +13.6% | -45.4% | +59.0% | +22.0% |
| 3M | +23.7% | +19.0% | +4.7% | +16.9% |
| 6M | +128.5% | +112.0% | +16.5% | +90.9% |
| YTD | +80.1% | +184.2% | -104.2% | +39.8% |
| 1Y | +98.0% | +222.0% | -124.0% | +49.7% |
| 3Y | +348.6% | +92.6% | +256.0% | +209.6% |
| 5Y | +286.6% | -63.2% | +349.8% | +250.5% |
| All | +312.3% | -63.5% | +375.8% | +294.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling