+103.0%
IJH vs OUST
-62.6%
+165.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | -0.8% |
| 7D | -0.7% | +4.0% | -4.8% | -1.1% |
| 30D | -3.8% | -14.0% | +10.1% | -2.8% |
| 3M | 0.0% | -5.9% | +5.9% | -1.0% |
| 6M | +8.8% | +76.4% | -67.6% | +0.9% |
| YTD | +13.5% | +67.5% | -54.0% | +5.3% |
| 1Y | +15.4% | +27.1% | -11.7% | +8.3% |
| 3Y | +50.9% | +619.0% | -568.1% | +13.6% |
| 5Y | +47.8% | -54.9% | +102.7% | +30.2% |
| All | +103.0% | -62.6% | +165.6% | +79.7% |
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 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