+89.5%
ICE vs OUST
-62.3%
+151.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -1.4% |
| 7D | +2.2% | +19.9% | -17.7% | +1.6% |
| 30D | +13.7% | +3.6% | +10.1% | +13.4% |
| 3M | +17.9% | -20.6% | +38.6% | +18.4% |
| 6M | +15.0% | +35.1% | -20.1% | +11.5% |
| YTD | +10.9% | +69.1% | -58.2% | +5.9% |
| 1Y | +17.0% | +49.9% | -32.9% | +12.1% |
| 3Y | +68.2% | +642.4% | -574.2% | +41.9% |
| 5Y | +40.4% | -48.3% | +88.7% | +28.4% |
| All | +89.5% | -62.3% | +151.8% | +74.4% |
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