-36.4%
GLXY vs IOVA
+380.6%
-416.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +5.9% |
| 7D | -0.5% | +1.9% | -2.4% | -0.6% |
| 30D | -28.6% | -44.1% | +15.5% | -20.8% |
| 3M | -28.1% | +28.9% | -56.9% | -32.9% |
| 6M | -52.0% | +125.7% | -177.7% | -60.8% |
| YTD | -35.1% | +199.3% | -234.4% | -51.0% |
| 1Y | -54.0% | +255.2% | -309.2% | -66.5% |
| All | -36.4% | +380.6% | -416.9% | -61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling