+54.0%
ZM vs IOVA
-24.3%
+78.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.3% |
| 7D | -2.7% | -6.4% | +3.7% | -2.0% |
| 30D | -10.0% | +25.4% | -35.4% | -12.6% |
| 3M | +1.6% | +115.3% | -113.7% | -9.2% |
| 6M | +25.0% | +56.5% | -31.6% | +15.0% |
| YTD | +10.6% | +198.2% | -187.5% | -7.0% |
| 1Y | +14.0% | +242.0% | -228.1% | -7.0% |
| 3Y | +32.5% | +36.8% | -4.3% | +5.3% |
| 5Y | -68.3% | -64.3% | -4.1% | -71.8% |
| All | +54.0% | -24.3% | +78.2% | +14.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling