+279.2%
ZETA vs IOVA
+50.0%
+229.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -2.4% | +5.1% | -7.5% | -3.0% |
| 30D | +15.6% | +37.2% | -21.6% | +11.2% |
| 3M | +41.5% | +117.5% | -76.0% | +26.7% |
| 6M | +63.4% | +69.6% | -6.2% | +49.4% |
| YTD | +51.3% | +218.7% | -167.4% | +25.7% |
| 1Y | +65.8% | +265.5% | -199.7% | +34.0% |
| 3Y | +279.2% | +46.2% | +233.0% | +205.0% |
| All | +279.2% | +50.0% | +229.2% | +205.0% |
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