+15.5%
GLXY vs IOVA
+417.1%
-401.6%
-60.7%
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% | -0.8% |
| 7D | +13.4% | +9.7% | +3.7% | +11.4% |
| 30D | +38.1% | +102.5% | -64.4% | +19.3% |
| 3M | -7.3% | +100.7% | -108.0% | -20.2% |
| 6M | +8.2% | +106.3% | -98.2% | -9.5% |
| YTD | +17.8% | +222.0% | -204.2% | -10.3% |
| 1Y | +14.9% | +299.5% | -284.6% | -16.9% |
| All | +15.5% | +417.1% | -401.6% | -29.8% |
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