+14.4%
IJH vs OUST
+17.3%
-2.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.8% | -0.7% |
| 7D | -2.5% | -1.7% | -0.8% | -2.4% |
| 30D | -5.0% | -21.9% | +16.9% | -3.4% |
| 3M | +0.5% | -8.2% | +8.8% | -0.4% |
| 6M | +8.2% | +57.5% | -49.3% | +0.1% |
| YTD | +12.5% | +62.8% | -50.4% | +3.0% |
| 1Y | +14.4% | +24.5% | -10.2% | +6.0% |
| All | +14.4% | +17.3% | -2.9% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling