+80.2%
IBB vs OUST
+626.4%
-546.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +14.0% | -12.3% | +0.8% |
| 7D | -1.8% | +17.0% | -18.8% | -2.9% |
| 30D | +5.1% | -16.5% | +21.6% | +5.9% |
| 3M | +10.7% | -23.7% | +34.4% | +11.8% |
| 6M | +22.9% | +18.4% | +4.5% | +18.2% |
| YTD | +26.7% | +60.8% | -34.1% | +18.5% |
| 1Y | +35.1% | +44.2% | -9.1% | +27.0% |
| 3Y | +80.2% | +668.1% | -587.9% | +37.5% |
| All | +80.2% | +626.4% | -546.2% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling