-36.9%
GLXY vs IOVA
+356.5%
-393.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -7.0% | -5.6% |
| 7D | +5.3% | -3.5% | +8.8% | +6.1% |
| 30D | -19.8% | -45.4% | +25.6% | -10.5% |
| 3M | -31.4% | +19.0% | -50.4% | -34.9% |
| 6M | -53.3% | +112.0% | -165.3% | -61.4% |
| YTD | -35.7% | +184.2% | -219.9% | -50.8% |
| 1Y | -47.2% | +222.0% | -269.2% | -60.8% |
| All | -36.9% | +356.5% | -393.4% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling