+0.7%
ZS vs IOVA
+50.0%
-49.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.6% |
| 7D | -9.2% | +5.1% | -14.3% | -9.4% |
| 30D | -4.0% | +37.2% | -41.2% | -5.2% |
| 3M | +25.3% | +117.5% | -92.2% | +20.8% |
| 6M | -1.3% | +69.6% | -70.9% | -4.0% |
| YTD | -28.0% | +218.7% | -246.7% | -33.0% |
| 1Y | -42.5% | +265.5% | -308.0% | -47.1% |
| 3Y | +0.7% | +46.2% | -45.5% | -14.2% |
| All | +0.7% | +50.0% | -49.3% | -14.2% |
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