+53.7%
IGV vs OUST
-60.6%
+114.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -2.3% | +31.9% | -34.2% | -5.4% |
| 30D | -11.0% | -4.2% | -6.7% | -11.0% |
| 3M | -4.5% | -9.3% | +4.8% | -4.4% |
| 6M | +10.1% | +51.7% | -41.6% | +1.0% |
| YTD | -5.1% | +76.6% | -81.7% | -15.6% |
| 1Y | -10.2% | +48.9% | -59.1% | -18.8% |
| 3Y | +37.7% | +675.3% | -637.5% | -8.3% |
| 5Y | +15.7% | -44.0% | +59.7% | -0.9% |
| All | +53.7% | -60.6% | +114.3% | +36.2% |
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