-75.2%
IOVA vs OUST
-68.5%
-6.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -9.0% | -2.0% | -9.4% |
| 7D | -19.0% | -5.0% | -14.0% | -18.3% |
| 30D | -40.3% | -32.0% | -8.2% | -36.0% |
| 3M | +78.3% | -32.4% | +110.7% | +89.8% |
| 6M | +94.5% | +6.7% | +87.8% | +80.5% |
| YTD | +183.5% | +41.0% | +142.5% | +145.4% |
| 1Y | +327.6% | +18.0% | +309.6% | +279.6% |
| 3Y | +83.8% | +560.6% | -476.8% | -15.3% |
| 5Y | -69.0% | -55.1% | -13.9% | -76.8% |
| All | -75.2% | -68.5% | -6.6% | -78.4% |
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