+62.8%
IOT vs OUST
-38.8%
+101.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.1% | +3.5% |
| 7D | -2.3% | +5.2% | -7.6% | -3.2% |
| 30D | +3.8% | -19.3% | +23.1% | +6.9% |
| 3M | +14.2% | -22.6% | +36.8% | +14.0% |
| 6M | +40.1% | +62.8% | -22.7% | +17.2% |
| YTD | +13.4% | +68.3% | -54.9% | -6.6% |
| 1Y | +12.2% | +28.5% | -16.4% | -4.8% |
| 3Y | +30.0% | +554.0% | -524.1% | -38.3% |
| All | +62.8% | -38.8% | +101.5% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling