+56.5%
IOT vs OUST
-39.1%
+95.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -3.2% |
| 7D | +5.1% | +4.0% | +1.0% | +4.4% |
| 30D | -3.0% | -14.0% | +10.9% | -1.1% |
| 3M | +15.0% | -5.9% | +20.9% | +11.1% |
| 6M | +13.1% | +76.4% | -63.2% | -6.6% |
| YTD | +9.0% | +67.5% | -58.4% | -10.2% |
| 1Y | +0.1% | +27.1% | -27.0% | -14.7% |
| 3Y | +26.4% | +619.0% | -592.6% | -41.5% |
| All | +56.5% | -39.1% | +95.6% | +107.9% |
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