+67.2%
IQV vs OUST
-60.2%
+127.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.8% | -8.3% | +1.8% |
| 7D | +7.9% | +36.7% | -28.8% | +5.4% |
| 30D | +7.3% | -3.3% | +10.6% | +7.1% |
| 3M | +16.8% | -11.1% | +27.9% | +16.9% |
| 6M | +56.0% | +53.1% | +3.0% | +45.2% |
| YTD | +23.7% | +78.2% | -54.5% | +12.6% |
| 1Y | +32.5% | +50.0% | -17.5% | +22.0% |
| 3Y | +45.3% | +836.2% | -790.9% | +4.5% |
| 5Y | +10.7% | -50.0% | +60.7% | -11.4% |
| All | +67.2% | -60.2% | +127.4% | +37.2% |
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