+18.6%
GLXY vs IOVA
+411.8%
-393.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.8% | +2.9% |
| 7D | +15.5% | +5.1% | +10.4% | +14.3% |
| 30D | +34.1% | +37.2% | -3.1% | +26.2% |
| 3M | -11.3% | +117.5% | -128.8% | -24.8% |
| 6M | +31.6% | +69.6% | -38.0% | +15.0% |
| YTD | +21.0% | +218.7% | -197.7% | -7.7% |
| 1Y | +11.7% | +265.5% | -253.9% | -17.7% |
| All | +18.6% | +411.8% | -393.1% | -27.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling