-40.1%
GLXY vs IOVA
+372.9%
-413.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.9% | +1.4% | +4.4% |
| 7D | -14.6% | -5.2% | -9.4% | -13.4% |
| 30D | -36.2% | -37.8% | +1.6% | -30.6% |
| 3M | -30.1% | +29.5% | -59.6% | -34.8% |
| 6M | -56.1% | +96.6% | -152.7% | -63.1% |
| YTD | -38.9% | +194.5% | -233.4% | -53.7% |
| 1Y | -55.0% | +248.1% | -303.1% | -67.2% |
| All | -40.1% | +372.9% | -413.0% | -63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling