-74.1%
IOVA vs OUST
-60.6%
-13.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -8.5% | +31.9% | -40.4% | -13.3% |
| 30D | -44.7% | -4.2% | -40.5% | -44.4% |
| 3M | +26.2% | -9.3% | +35.5% | +27.1% |
| 6M | +123.2% | +51.7% | +71.5% | +93.4% |
| YTD | +196.0% | +76.6% | +119.4% | +145.4% |
| 1Y | +240.9% | +48.9% | +192.0% | +190.5% |
| 3Y | +103.5% | +675.3% | -571.7% | -8.3% |
| 5Y | -65.5% | -44.0% | -21.4% | -75.1% |
| All | -74.1% | -60.6% | -13.5% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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