+36.6%
ICE vs OUST
-56.4%
+93.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.0% | +8.5% | -0.2% |
| 7D | +6.7% | -5.0% | +11.8% | +6.8% |
| 30D | +13.4% | -32.0% | +45.4% | +14.7% |
| 3M | +16.5% | -32.4% | +48.9% | +17.7% |
| 6M | +12.8% | +6.7% | +6.1% | +10.0% |
| YTD | +8.5% | +41.0% | -32.5% | +3.8% |
| 1Y | +20.6% | +18.0% | +2.6% | +16.1% |
| 3Y | +67.4% | +560.6% | -493.2% | +38.1% |
| 5Y | +36.6% | -55.1% | +91.7% | +31.3% |
| All | +36.6% | -56.4% | +93.0% | +31.3% |
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