+200.7%
ZTS vs IOVA
+1.0%
+199.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | -0.6% | -8.5% | +7.9% | -0.4% |
| 30D | +11.0% | -44.7% | +55.7% | +12.3% |
| 3M | +10.9% | +26.2% | -15.3% | +9.6% |
| 6M | +0.9% | +123.2% | -122.3% | -2.2% |
| YTD | -33.0% | +196.0% | -229.0% | -35.7% |
| 1Y | -29.6% | +240.9% | -270.5% | -32.8% |
| 3Y | -49.0% | +103.5% | -152.6% | -51.7% |
| 5Y | -59.5% | -65.5% | +6.0% | -60.8% |
| 10Y | +77.0% | +7.0% | +70.0% | +68.0% |
| All | +200.7% | +1.0% | +199.7% | +192.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling