-67.5%
ZM vs IOVA
-64.1%
-3.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.1% |
| 7D | +0.3% | -2.2% | +2.5% | +0.6% |
| 30D | -10.3% | +31.7% | -42.0% | -13.2% |
| 3M | -0.7% | +117.3% | -117.9% | -10.6% |
| 6M | +24.8% | +55.8% | -31.0% | +15.6% |
| YTD | +11.5% | +208.8% | -197.3% | -5.7% |
| 1Y | +12.3% | +255.7% | -243.4% | -7.6% |
| 3Y | +33.5% | +41.7% | -8.2% | +5.6% |
| 5Y | -67.5% | -64.9% | -2.6% | -71.7% |
| All | -67.5% | -64.1% | -3.3% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling