+51.5%
IGV vs OUST
-64.1%
+115.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.0% | -14.1% | -1.7% |
| 7D | -5.2% | +17.0% | -22.2% | -7.0% |
| 30D | -10.0% | -16.5% | +6.5% | -8.6% |
| 3M | -0.5% | -23.7% | +23.1% | +1.4% |
| 6M | +12.6% | +18.4% | -5.8% | +6.0% |
| YTD | -6.4% | +60.8% | -67.2% | -15.9% |
| 1Y | -9.5% | +44.2% | -53.7% | -17.9% |
| 3Y | +41.7% | +668.1% | -626.4% | -5.9% |
| 5Y | +12.7% | -48.8% | +61.5% | -2.5% |
| All | +51.5% | -64.1% | +115.6% | +35.6% |
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 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