+62.6%
IOT vs OUST
-37.0%
+99.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.6% |
| 7D | +2.8% | +12.7% | -9.9% | +0.7% |
| 30D | -1.8% | -13.6% | +11.8% | +0.1% |
| 3M | +17.9% | -8.3% | +26.2% | +14.5% |
| 6M | +13.5% | +85.0% | -71.4% | -7.1% |
| YTD | +13.3% | +73.2% | -60.0% | -7.2% |
| 1Y | -3.3% | +32.5% | -35.8% | -18.3% |
| 3Y | +31.3% | +643.8% | -612.5% | -39.5% |
| All | +62.6% | -37.0% | +99.5% | +114.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling