+65.0%
IQV vs OUST
-60.6%
+125.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | +4.8% | +31.9% | -27.1% | +2.6% |
| 30D | +5.9% | -4.2% | +10.1% | +5.8% |
| 3M | +13.7% | -9.3% | +23.0% | +13.6% |
| 6M | +54.0% | +51.7% | +2.3% | +43.3% |
| YTD | +22.1% | +76.6% | -54.6% | +11.2% |
| 1Y | +29.1% | +48.9% | -19.7% | +19.0% |
| 3Y | +40.4% | +675.3% | -634.9% | +2.8% |
| 5Y | +9.1% | -44.0% | +53.2% | -12.8% |
| All | +65.0% | -60.6% | +125.6% | +35.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling