+20.4%
ICE vs OUST
+50.6%
-30.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +3.2% | +14.0% | -10.7% | +3.8% |
| 30D | +14.7% | +2.5% | +12.2% | +15.2% |
| 3M | +19.8% | -15.3% | +35.1% | +19.9% |
| 6M | +15.2% | +42.6% | -27.4% | +13.0% |
| YTD | +12.7% | +76.6% | -64.0% | +8.6% |
| 1Y | +20.4% | +54.1% | -33.7% | +17.4% |
| All | +20.4% | +50.6% | -30.2% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling