+45.5%
IOVA vs OUST
+554.0%
-508.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.6% | +0.8% |
| 7D | +9.7% | +5.2% | +4.5% | +9.1% |
| 30D | +102.5% | -19.3% | +121.8% | +107.0% |
| 3M | +100.7% | -22.6% | +123.3% | +100.6% |
| 6M | +106.3% | +62.8% | +43.6% | +85.7% |
| YTD | +222.0% | +68.3% | +153.6% | +186.9% |
| 1Y | +299.5% | +28.5% | +271.0% | +261.6% |
| All | +45.5% | +554.0% | -508.5% | -30.6% |
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