+22.4%
IBB vs OUST
-56.2%
+78.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.0% |
| 7D | +1.4% | +5.2% | -3.8% | +1.0% |
| 30D | +10.5% | -19.3% | +29.7% | +12.1% |
| 3M | +23.6% | -22.6% | +46.3% | +23.9% |
| 6M | +22.6% | +62.8% | -40.2% | +14.2% |
| YTD | +25.7% | +68.3% | -42.7% | +16.2% |
| 1Y | +51.4% | +28.5% | +22.8% | +41.4% |
| 3Y | +64.4% | +554.0% | -489.7% | +21.7% |
| All | +22.4% | -56.2% | +78.6% | +24.0% |
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