+85.4%
ICE vs OUST
-68.5%
+153.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.0% | +8.5% | -0.3% |
| 7D | +6.7% | -5.0% | +11.8% | +6.8% |
| 30D | +13.4% | -32.0% | +45.4% | +14.6% |
| 3M | +16.5% | -32.4% | +48.9% | +17.6% |
| 6M | +12.8% | +6.7% | +6.1% | +10.2% |
| YTD | +8.5% | +41.0% | -32.5% | +4.2% |
| 1Y | +20.6% | +18.0% | +2.6% | +16.5% |
| 3Y | +67.4% | +560.6% | -493.2% | +41.4% |
| 5Y | +36.6% | -55.1% | +91.7% | +25.5% |
| All | +85.4% | -68.5% | +153.9% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling