+108.4%
IJR vs OUST
-62.4%
+170.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -0.2% | +5.2% | -5.4% | -0.6% |
| 30D | -2.4% | -19.3% | +16.8% | -0.8% |
| 3M | +3.9% | -22.6% | +26.6% | +4.4% |
| 6M | +12.4% | +62.8% | -50.4% | +4.2% |
| YTD | +21.5% | +68.3% | -46.9% | +11.7% |
| 1Y | +24.0% | +28.5% | -4.6% | +15.5% |
| 3Y | +49.7% | +554.0% | -504.3% | +10.9% |
| 5Y | +39.7% | -56.2% | +95.9% | +21.1% |
| All | +108.4% | -62.4% | +170.9% | +79.5% |
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