+55.4%
IQV vs OUST
-61.4%
+116.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.9% | -6.1% | -3.4% |
| 7D | +0.3% | +12.7% | -12.4% | -0.5% |
| 30D | +8.6% | -13.6% | +22.2% | +9.5% |
| 3M | +41.1% | -8.3% | +49.4% | +39.2% |
| 6M | +48.6% | +85.0% | -36.4% | +35.9% |
| YTD | +15.0% | +73.2% | -58.2% | +5.5% |
| 1Y | +38.1% | +32.5% | +5.6% | +28.1% |
| 3Y | +21.4% | +643.8% | -622.5% | -10.7% |
| 5Y | -1.0% | -52.1% | +51.1% | -20.2% |
| All | +55.4% | -61.4% | +116.8% | +28.5% |
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