-3.3%
IOT vs OUST
+34.0%
-37.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.3% |
| 7D | +2.8% | +12.7% | -9.9% | +2.2% |
| 30D | -1.8% | -13.6% | +11.8% | -1.2% |
| 3M | +17.9% | -8.3% | +26.2% | +16.3% |
| 6M | +13.5% | +85.0% | -71.4% | -1.0% |
| YTD | +13.3% | +73.2% | -60.0% | -1.9% |
| 1Y | -3.3% | +32.5% | -35.8% | -14.3% |
| All | -3.3% | +34.0% | -37.3% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling