-61.2%
ZTS vs IOVA
-67.9%
+6.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.2% | -3.5% |
| 7D | -0.4% | -5.2% | +4.8% | -0.1% |
| 30D | +11.7% | -37.8% | +49.5% | +14.0% |
| 3M | +3.5% | +29.5% | -26.0% | +0.1% |
| 6M | -27.6% | +96.6% | -124.2% | -32.5% |
| YTD | -35.5% | +194.5% | -230.0% | -41.9% |
| 1Y | -32.1% | +248.1% | -280.1% | -39.7% |
| 3Y | -49.1% | +86.1% | -135.2% | -56.1% |
| All | -61.2% | -67.9% | +6.7% | -64.3% |
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