+297.3%
ZETA vs IOVA
+90.0%
+207.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +4.3% |
| 7D | +6.2% | +1.9% | +4.4% | +6.0% |
| 30D | -2.0% | -44.1% | +42.1% | +2.9% |
| 3M | +21.7% | +28.9% | -7.2% | +16.0% |
| 6M | +89.1% | +125.7% | -36.5% | +64.8% |
| YTD | +59.3% | +199.3% | -140.0% | +31.2% |
| 1Y | +66.2% | +255.2% | -189.0% | +33.3% |
| 3Y | +297.3% | +106.8% | +190.5% | +206.0% |
| All | +297.3% | +90.0% | +207.3% | +206.0% |
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