+83.5%
ICE vs OUST
-64.1%
+147.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.0% | -15.0% | -1.4% |
| 7D | +2.0% | +17.0% | -15.0% | +1.5% |
| 30D | +12.9% | -16.5% | +29.4% | +13.4% |
| 3M | +15.4% | -23.7% | +39.1% | +16.0% |
| 6M | +13.1% | +18.4% | -5.3% | +10.1% |
| YTD | +7.5% | +60.8% | -53.3% | +2.7% |
| 1Y | +18.3% | +44.2% | -25.9% | +13.5% |
| 3Y | +65.9% | +668.1% | -602.2% | +39.4% |
| 5Y | +35.2% | -48.8% | +84.0% | +23.8% |
| All | +83.5% | -64.1% | +147.7% | +69.2% |
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 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