+33.8%
ZM vs IOVA
+50.0%
-16.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.8% | -4.8% |
| 7D | +1.6% | +5.1% | -3.4% | +1.3% |
| 30D | -7.7% | +37.2% | -44.9% | -9.8% |
| 3M | -4.7% | +117.5% | -122.2% | -10.5% |
| 6M | +24.4% | +69.6% | -45.2% | +18.1% |
| YTD | +11.8% | +218.7% | -206.9% | +0.9% |
| 1Y | +13.4% | +265.5% | -252.2% | +0.9% |
| 3Y | +33.8% | +46.2% | -12.4% | +12.7% |
| All | +33.8% | +50.0% | -16.2% | +12.7% |
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