+52.1%
IBB vs OUST
-64.1%
+116.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +14.0% | -12.3% | +0.7% |
| 7D | -1.8% | +17.0% | -18.8% | -3.1% |
| 30D | +5.1% | -16.5% | +21.6% | +6.1% |
| 3M | +10.7% | -23.7% | +34.4% | +12.2% |
| 6M | +22.9% | +18.4% | +4.5% | +17.5% |
| YTD | +26.7% | +60.8% | -34.1% | +17.2% |
| 1Y | +35.1% | +44.2% | -9.1% | +25.7% |
| 3Y | +80.2% | +668.1% | -587.9% | +32.8% |
| 5Y | +37.8% | -48.8% | +86.7% | +23.9% |
| All | +52.1% | -64.1% | +116.2% | +41.1% |
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