+70.3%
IWD vs OUST
-56.4%
+126.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.0% | +6.4% | -2.1% |
| 7D | -0.9% | -5.0% | +4.1% | -0.7% |
| 30D | +2.6% | -32.0% | +34.7% | +4.5% |
| 3M | +1.2% | -32.4% | +33.6% | +2.9% |
| 6M | +12.1% | +6.7% | +5.4% | +9.3% |
| YTD | +24.1% | +41.0% | -16.9% | +18.3% |
| 1Y | +28.5% | +18.0% | +10.5% | +23.5% |
| 3Y | +79.5% | +560.6% | -481.1% | +46.5% |
| 5Y | +70.3% | -55.1% | +125.4% | +55.6% |
| All | +70.3% | -56.4% | +126.7% | +55.6% |
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