+5.3%
IQV vs OUST
-53.0%
+58.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.5% | +6.3% | -1.5% |
| 7D | -2.5% | -3.8% | +1.3% | -2.2% |
| 30D | +1.2% | +5.1% | -3.9% | +0.5% |
| 3M | +9.8% | -25.8% | +35.6% | +11.4% |
| 6M | +53.8% | -2.0% | +55.8% | +48.2% |
| YTD | +17.6% | +54.7% | -37.1% | +6.8% |
| 1Y | +18.6% | +48.8% | -30.2% | +7.7% |
| 3Y | +36.9% | +607.8% | -570.9% | -5.5% |
| All | +5.3% | -53.0% | +58.3% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling