+132.9%
IWD vs OUST
-62.4%
+195.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -0.8% |
| 7D | -0.3% | +5.2% | -5.5% | -0.5% |
| 30D | +0.6% | -19.3% | +19.8% | +1.5% |
| 3M | +7.2% | -22.6% | +29.9% | +7.4% |
| 6M | +16.2% | +62.8% | -46.6% | +11.1% |
| YTD | +23.3% | +68.3% | -45.0% | +17.4% |
| 1Y | +29.6% | +28.5% | +1.0% | +24.2% |
| 3Y | +70.5% | +554.0% | -483.6% | +42.6% |
| 5Y | +73.5% | -56.2% | +129.7% | +56.3% |
| All | +132.9% | -62.4% | +195.3% | +110.3% |
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