+98.1%
IJR vs OUST
-64.1%
+162.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +14.0% | -13.9% | -1.1% |
| 7D | -1.9% | +17.0% | -18.9% | -3.4% |
| 30D | +0.4% | -16.5% | +16.9% | +1.5% |
| 3M | -6.6% | -23.7% | +17.1% | -5.1% |
| 6M | -0.3% | +18.4% | -18.6% | -5.0% |
| YTD | +15.5% | +60.8% | -45.3% | +6.0% |
| 1Y | +19.2% | +44.2% | -25.0% | +10.2% |
| 3Y | +54.6% | +668.1% | -613.5% | +12.5% |
| 5Y | +23.8% | -48.8% | +72.6% | +5.8% |
| All | +98.1% | -64.1% | +162.2% | +70.3% |
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