+60.2%
IGV vs OUST
-62.4%
+122.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.4% |
| 7D | -4.5% | +5.2% | -9.7% | -5.0% |
| 30D | +3.2% | -19.3% | +22.5% | +5.3% |
| 3M | +4.5% | -22.6% | +27.2% | +5.1% |
| 6M | +22.1% | +62.8% | -40.7% | +11.0% |
| YTD | -1.0% | +68.3% | -69.4% | -10.9% |
| 1Y | -2.1% | +28.5% | -30.7% | -10.4% |
| 3Y | +44.6% | +554.0% | -509.5% | -1.5% |
| 5Y | +22.2% | -56.2% | +78.4% | +7.5% |
| All | +60.2% | -62.4% | +122.6% | +43.7% |
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