+294.5%
ZETA vs IOVA
-62.0%
+356.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.1% | +9.3% | +8.3% |
| 7D | +13.2% | -8.5% | +21.7% | +14.7% |
| 30D | +6.0% | -44.7% | +50.7% | +13.7% |
| 3M | +27.3% | +26.2% | +1.1% | +19.3% |
| 6M | +104.6% | +123.2% | -18.6% | +69.6% |
| YTD | +72.3% | +196.0% | -123.6% | +33.0% |
| 1Y | +76.3% | +240.9% | -164.6% | +32.1% |
| 3Y | +325.6% | +103.5% | +222.1% | +191.1% |
| 5Y | +254.2% | -65.5% | +319.7% | +228.7% |
| All | +294.5% | -62.0% | +356.5% | +275.8% |
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