+174.6%
ZTS vs IOVA
+9.9%
+164.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -0.7% |
| 7D | -2.0% | +9.7% | -11.7% | -2.2% |
| 30D | +1.9% | +102.5% | -100.6% | -0.2% |
| 3M | -4.0% | +100.7% | -104.7% | -6.2% |
| 6M | -39.1% | +106.3% | -145.5% | -40.6% |
| YTD | -38.8% | +222.0% | -260.8% | -41.1% |
| 1Y | -49.6% | +299.5% | -349.1% | -51.8% |
| 3Y | -59.0% | +42.9% | -101.9% | -60.7% |
| 5Y | -61.8% | -65.0% | +3.2% | -62.9% |
| 10Y | +61.4% | +10.3% | +51.2% | +53.7% |
| All | +174.6% | +9.9% | +164.8% | +167.7% |
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