+9.4%
IVV vs OUST
-1.5%
+10.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.0% | +4.6% | -3.7% |
| 7D | -4.8% | -5.0% | +0.3% | -4.5% |
| 30D | -5.9% | -32.0% | +26.1% | -3.6% |
| 3M | -4.5% | -32.4% | +27.8% | -2.4% |
| 6M | +1.8% | +6.7% | -4.9% | -1.5% |
| YTD | +8.4% | +41.0% | -32.7% | +0.3% |
| 1Y | +9.4% | +18.0% | -8.6% | +2.8% |
| All | +9.4% | -1.5% | +10.9% | +2.8% |
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 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