-62.8%
ZTS vs IOVA
-63.5%
+0.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -1.9% | -2.9% |
| 7D | -4.8% | +5.1% | -9.8% | -5.1% |
| 30D | +1.2% | +37.2% | -36.0% | -1.0% |
| 3M | -6.0% | +117.5% | -123.5% | -11.6% |
| 6M | -38.7% | +69.6% | -108.3% | -41.7% |
| YTD | -40.6% | +218.7% | -259.3% | -46.0% |
| 1Y | -50.6% | +265.5% | -316.1% | -55.7% |
| 3Y | -58.7% | +46.2% | -105.0% | -63.4% |
| 5Y | -62.8% | -63.2% | +0.4% | -66.3% |
| All | -62.8% | -63.5% | +0.7% | -66.3% |
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