-74.2%
IOVA vs OUST
-64.1%
-10.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +14.0% | -10.1% | +1.3% |
| 7D | -5.2% | +17.0% | -22.2% | -8.1% |
| 30D | -37.8% | -16.5% | -21.3% | -35.7% |
| 3M | +29.5% | -23.7% | +53.1% | +34.6% |
| 6M | +96.6% | +18.4% | +78.2% | +78.8% |
| YTD | +194.5% | +60.8% | +133.7% | +148.6% |
| 1Y | +248.1% | +44.2% | +203.9% | +198.4% |
| 3Y | +86.1% | +668.1% | -582.0% | -16.8% |
| 5Y | -67.8% | -48.8% | -19.0% | -76.5% |
| All | -74.2% | -64.1% | -10.1% | -78.1% |
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