+67.4%
IOT vs OUST
-43.7%
+111.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.5% | +8.6% | +1.5% |
| 7D | +0.9% | -3.8% | +4.7% | +1.4% |
| 30D | +1.4% | +5.1% | -3.7% | -0.2% |
| 3M | +0.5% | -25.8% | +26.3% | +3.7% |
| 6M | +50.3% | -2.0% | +52.3% | +40.0% |
| YTD | +16.7% | +54.7% | -38.0% | -4.0% |
| 1Y | +6.8% | +48.8% | -42.0% | -11.7% |
| 3Y | +75.5% | +607.8% | -532.3% | -19.5% |
| All | +67.4% | -43.7% | +111.2% | +122.2% |
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