+61.0%
ZM vs IOVA
-27.8%
+88.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +2.0% |
| 7D | +11.0% | -3.5% | +14.5% | +11.5% |
| 30D | +5.6% | -45.4% | +51.0% | +11.9% |
| 3M | -9.1% | +19.0% | -28.2% | -13.0% |
| 6M | -2.6% | +112.0% | -114.6% | -14.7% |
| YTD | +15.7% | +184.2% | -168.6% | -4.2% |
| 1Y | +18.8% | +222.0% | -203.2% | -3.5% |
| 3Y | +62.2% | +92.6% | -30.4% | +20.6% |
| 5Y | -60.9% | -63.2% | +2.3% | -65.8% |
| All | +61.0% | -27.8% | +88.8% | +18.5% |
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