+54.0%
IQV vs OUST
+31.3%
+22.7%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +14.0% | -11.4% | +3.6% |
| 7D | +1.7% | +17.0% | -15.3% | +2.9% |
| 30D | +5.3% | -16.5% | +21.8% | +3.6% |
| 3M | +17.0% | -23.7% | +40.6% | +14.5% |
| 6M | +54.0% | +18.4% | +35.7% | +66.2% |
| All | +54.0% | +31.3% | +22.7% | +66.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling