+45.5%
IQV vs OUST
+33.5%
+12.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.4% |
| 7D | +2.3% | +5.2% | -2.9% | +2.2% |
| 30D | +13.4% | -19.3% | +32.7% | +13.7% |
| 3M | +43.3% | -22.6% | +65.9% | +43.1% |
| 6M | +50.5% | +62.8% | -12.2% | +37.3% |
| YTD | +18.8% | +68.3% | -49.6% | +7.3% |
| 1Y | +45.5% | +28.5% | +16.9% | +30.1% |
| All | +45.5% | +33.5% | +12.0% | +30.1% |
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 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