+79.7%
IWD vs OUST
+626.4%
-546.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.0% | -14.4% | -1.0% |
| 7D | -0.5% | +17.0% | -17.5% | -1.3% |
| 30D | +2.7% | -16.5% | +19.2% | +3.3% |
| 3M | +0.9% | -23.7% | +24.5% | +1.7% |
| 6M | +10.5% | +18.4% | -7.8% | +7.4% |
| YTD | +23.7% | +60.8% | -37.1% | +17.6% |
| 1Y | +28.7% | +44.2% | -15.5% | +22.9% |
| 3Y | +79.7% | +668.1% | -588.4% | +48.2% |
| All | +79.7% | +626.4% | -546.7% | +48.2% |
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