-49.1%
ZTS vs IOVA
+85.3%
-134.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.2% | -3.5% |
| 7D | -0.4% | -5.2% | +4.8% | -0.2% |
| 30D | +11.7% | -37.8% | +49.5% | +13.7% |
| 3M | +3.5% | +29.5% | -26.0% | +0.1% |
| 6M | -27.6% | +96.6% | -124.2% | -32.4% |
| YTD | -35.5% | +194.5% | -230.0% | -41.6% |
| 1Y | -32.1% | +248.1% | -280.1% | -39.3% |
| 3Y | -49.1% | +86.1% | -135.2% | -54.6% |
| All | -49.1% | +85.3% | -134.3% | -54.6% |
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