+25.0%
IQV vs OUST
+11.1%
+14.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +15.7% | -15.3% | +0.5% |
| 7D | -5.5% | -0.2% | -5.3% | -5.5% |
| 30D | -0.9% | -24.0% | +23.1% | -1.1% |
| 3M | +15.6% | -29.9% | +45.5% | +15.3% |
| 6M | +63.9% | +19.1% | +44.8% | +54.8% |
| YTD | +17.0% | +55.0% | -38.0% | +5.2% |
| 1Y | +25.0% | +21.2% | +3.9% | +13.7% |
| All | +25.0% | +11.1% | +14.0% | +13.7% |
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