+57.3%
IGV vs OUST
-61.4%
+118.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.1% |
| 7D | -3.3% | +12.7% | -16.0% | -4.6% |
| 30D | 0.0% | -13.6% | +13.6% | +1.3% |
| 3M | +7.3% | -8.3% | +15.6% | +6.0% |
| 6M | +16.7% | +85.0% | -68.2% | +4.6% |
| YTD | -2.8% | +73.2% | -76.1% | -12.8% |
| 1Y | -6.7% | +32.5% | -39.1% | -14.9% |
| 3Y | +41.1% | +643.8% | -602.7% | -5.4% |
| 5Y | +22.0% | -52.1% | +74.1% | +6.5% |
| All | +57.3% | -61.4% | +118.6% | +40.6% |
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