+252.6%
ZETA vs IOVA
-58.7%
+311.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.2% |
| 7D | +2.7% | +9.7% | -7.1% | +1.2% |
| 30D | +15.8% | +102.5% | -86.7% | +2.0% |
| 3M | +35.4% | +100.7% | -65.3% | +18.1% |
| 6M | +67.1% | +106.3% | -39.2% | +42.3% |
| YTD | +54.1% | +222.0% | -167.9% | +20.4% |
| 1Y | +67.8% | +299.5% | -231.7% | +24.4% |
| 3Y | +311.4% | +42.9% | +268.5% | +209.2% |
| 5Y | +324.8% | -65.0% | +389.8% | +310.4% |
| All | +252.6% | -58.7% | +311.3% | +240.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling