+106.4%
IWF vs OUST
-64.1%
+170.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +14.0% | -12.7% | 0.0% |
| 7D | -5.0% | +17.0% | -22.0% | -6.5% |
| 30D | -13.2% | -16.5% | +3.3% | -12.1% |
| 3M | -9.4% | -23.7% | +14.2% | -7.9% |
| 6M | -8.6% | +18.4% | -26.9% | -12.4% |
| YTD | -5.3% | +60.8% | -66.1% | -12.5% |
| 1Y | -5.0% | +44.2% | -49.2% | -11.6% |
| 3Y | +64.6% | +668.1% | -603.5% | +21.3% |
| 5Y | +50.8% | -48.8% | +99.6% | +32.4% |
| All | +106.4% | -64.1% | +170.6% | +85.0% |
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