+140.7%
IWD vs OUST
-65.4%
+206.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +15.7% | -13.1% | +1.8% |
| 7D | +2.5% | -0.2% | +2.8% | +2.5% |
| 30D | +6.0% | -24.0% | +29.9% | +7.2% |
| 3M | +3.8% | -29.9% | +33.6% | +5.1% |
| 6M | +16.3% | +19.1% | -2.8% | +13.0% |
| YTD | +27.5% | +55.0% | -27.5% | +21.4% |
| 1Y | +32.8% | +21.2% | +11.6% | +27.9% |
| 3Y | +84.3% | +626.0% | -541.7% | +53.1% |
| 5Y | +75.7% | -51.6% | +127.3% | +57.9% |
| All | +140.7% | -65.4% | +206.1% | +117.6% |
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 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