+51.7%
IGV vs OUST
-68.5%
+120.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.0% | +4.6% | -3.4% |
| 7D | -8.3% | -5.0% | -3.3% | -7.9% |
| 30D | -10.9% | -32.0% | +21.1% | -7.5% |
| 3M | -2.3% | -32.4% | +30.1% | +1.0% |
| 6M | +12.2% | +6.7% | +5.5% | +6.9% |
| YTD | -6.3% | +41.0% | -47.3% | -14.5% |
| 1Y | -11.4% | +18.0% | -29.4% | -17.7% |
| 3Y | +41.5% | +560.6% | -519.1% | -4.3% |
| 5Y | +12.8% | -55.1% | +67.9% | -0.9% |
| All | +51.7% | -68.5% | +120.2% | +37.9% |
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