+65.9%
IOT vs OUST
-41.5%
+107.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.0% | -14.3% | -2.5% |
| 7D | -2.6% | +17.0% | -19.6% | -5.4% |
| 30D | +1.2% | -16.5% | +17.7% | +3.3% |
| 3M | +7.2% | -23.7% | +30.9% | +10.1% |
| 6M | +41.7% | +18.4% | +23.3% | +26.0% |
| YTD | +15.6% | +60.8% | -45.2% | -5.3% |
| 1Y | +7.6% | +44.2% | -36.6% | -10.4% |
| 3Y | +69.8% | +668.1% | -598.3% | -23.7% |
| All | +65.9% | -41.5% | +107.4% | +119.0% |
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