+43.3%
IBB vs OUST
-49.4%
+92.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | +0.8% | +31.9% | -31.1% | -1.5% |
| 30D | +5.2% | -4.2% | +9.4% | +5.1% |
| 3M | +8.6% | -9.3% | +17.9% | +8.6% |
| 6M | +27.8% | +51.7% | -23.8% | +19.8% |
| YTD | +28.8% | +76.6% | -47.8% | +18.1% |
| 1Y | +36.4% | +48.9% | -12.5% | +26.5% |
| 3Y | +89.3% | +675.3% | -585.9% | +38.3% |
| 5Y | +43.3% | -44.0% | +87.3% | +47.3% |
| All | +43.3% | -49.4% | +92.7% | +47.3% |
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