-71.8%
IOVA vs OUST
-62.4%
-9.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.6% | +0.7% |
| 7D | +9.7% | +5.2% | +4.5% | +8.7% |
| 30D | +102.5% | -19.3% | +121.8% | +109.4% |
| 3M | +100.7% | -22.6% | +123.3% | +100.6% |
| 6M | +106.3% | +62.8% | +43.6% | +76.1% |
| YTD | +222.0% | +68.3% | +153.6% | +170.7% |
| 1Y | +299.5% | +28.5% | +271.0% | +243.8% |
| 3Y | +42.9% | +554.0% | -511.1% | -33.4% |
| 5Y | -65.0% | -56.2% | -8.8% | -73.5% |
| All | -71.8% | -62.4% | -9.4% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling