+79.2%
IOVA vs OUST
+537.2%
-458.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -9.0% | -2.0% | -9.9% |
| 7D | -19.0% | -5.0% | -14.0% | -18.5% |
| 30D | -40.3% | -32.0% | -8.2% | -37.6% |
| 3M | +78.3% | -32.4% | +110.7% | +85.6% |
| 6M | +94.5% | +6.7% | +87.8% | +85.1% |
| YTD | +183.5% | +41.0% | +142.5% | +158.7% |
| 1Y | +327.6% | +18.0% | +309.6% | +295.6% |
| All | +79.2% | +537.2% | -458.0% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling