+248.1%
IOVA vs OUST
+32.6%
+215.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +14.0% | -10.1% | +1.5% |
| 7D | -5.2% | +17.0% | -22.2% | -7.7% |
| 30D | -37.8% | -16.5% | -21.3% | -36.5% |
| 3M | +29.5% | -23.7% | +53.1% | +32.9% |
| 6M | +96.6% | +18.4% | +78.2% | +72.4% |
| YTD | +194.5% | +60.8% | +133.7% | +133.4% |
| 1Y | +248.1% | +44.2% | +203.9% | +182.9% |
| All | +248.1% | +32.6% | +215.5% | +182.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling