+69.8%
IOT vs OUST
+626.4%
-556.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.0% | -14.3% | -1.6% |
| 7D | -2.6% | +17.0% | -19.6% | -4.3% |
| 30D | +1.2% | -16.5% | +17.7% | +2.5% |
| 3M | +7.2% | -23.7% | +30.9% | +9.0% |
| 6M | +41.7% | +18.4% | +23.3% | +31.4% |
| YTD | +15.6% | +60.8% | -45.2% | +1.1% |
| 1Y | +7.6% | +44.2% | -36.6% | -4.8% |
| 3Y | +69.8% | +668.1% | -598.3% | -12.8% |
| All | +69.8% | +626.4% | -556.6% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling