+395.4%
ZS vs IOVA
-49.9%
+445.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.9% | -1.1% |
| 7D | -8.1% | -6.4% | -1.6% | -7.3% |
| 30D | -8.4% | +25.4% | -33.9% | -11.6% |
| 3M | +31.1% | +115.3% | -84.3% | +15.6% |
| 6M | +4.4% | +56.5% | -52.2% | -5.7% |
| YTD | -27.3% | +198.2% | -225.5% | -41.0% |
| 1Y | -41.4% | +242.0% | -283.4% | -54.0% |
| 3Y | +1.7% | +36.8% | -35.1% | -24.0% |
| 5Y | -39.6% | -64.3% | +24.7% | -47.5% |
| All | +395.4% | -49.9% | +445.3% | +233.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling