+112.2%
IWF vs OUST
-65.5%
+177.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.5% | +7.4% | -0.3% |
| 7D | +2.8% | -3.8% | +6.6% | +3.1% |
| 30D | -7.5% | +5.1% | -12.6% | -8.3% |
| 3M | -8.5% | -25.8% | +17.3% | -6.7% |
| 6M | -7.4% | -2.0% | -5.4% | -9.5% |
| YTD | -2.6% | +54.7% | -57.4% | -9.8% |
| 1Y | -1.8% | +48.8% | -50.6% | -8.9% |
| 3Y | +65.5% | +607.8% | -542.4% | +23.0% |
| 5Y | +55.8% | -52.7% | +108.6% | +37.6% |
| All | +112.2% | -65.5% | +177.7% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling