+102.4%
IJR vs OUST
-62.3%
+164.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.1% | -0.8% |
| 7D | +2.3% | +19.9% | -17.6% | +0.6% |
| 30D | +2.2% | +3.6% | -1.4% | +1.5% |
| 3M | -5.3% | -20.6% | +15.3% | -4.1% |
| 6M | +4.3% | +35.1% | -30.8% | -1.7% |
| YTD | +18.0% | +69.1% | -51.1% | +7.8% |
| 1Y | +19.2% | +49.9% | -30.7% | +9.8% |
| 3Y | +61.1% | +642.4% | -581.3% | +17.7% |
| 5Y | +27.3% | -48.3% | +75.7% | +8.8% |
| All | +102.4% | -62.3% | +164.7% | +73.2% |
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