+102.4%
IJH vs OUST
-60.6%
+163.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | 0.0% | +31.9% | -31.9% | -2.4% |
| 30D | +1.0% | -4.2% | +5.2% | +0.9% |
| 3M | -4.1% | -9.3% | +5.2% | -4.1% |
| 6M | +0.7% | +51.7% | -50.9% | -5.4% |
| YTD | +13.2% | +76.6% | -63.4% | +3.9% |
| 1Y | +14.9% | +48.9% | -34.0% | +6.7% |
| 3Y | +58.4% | +675.3% | -616.9% | +18.3% |
| 5Y | +38.7% | -44.0% | +82.7% | +20.1% |
| All | +102.4% | -60.6% | +163.0% | +77.4% |
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