-5.0%
IWF vs OUST
+41.3%
-46.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.9% | +31.9% | -34.8% | -6.1% |
| 30D | -10.9% | -4.2% | -6.6% | -11.0% |
| 3M | -8.1% | -9.3% | +1.2% | -8.1% |
| 6M | -7.5% | +51.7% | -59.2% | -14.3% |
| YTD | -3.4% | +76.6% | -80.0% | -14.6% |
| 1Y | -5.0% | +48.9% | -53.9% | -14.4% |
| All | -5.0% | +41.3% | -46.3% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling