+60.1%
IWF vs OUST
-45.2%
+105.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -1.1% | +14.0% | -15.0% | -2.4% |
| 30D | -8.3% | +2.5% | -10.8% | -8.9% |
| 3M | -5.6% | -15.3% | +9.7% | -4.8% |
| 6M | -5.4% | +42.6% | -48.0% | -11.2% |
| YTD | -1.2% | +76.6% | -77.8% | -10.1% |
| 1Y | -2.7% | +54.1% | -56.7% | -10.6% |
| 3Y | +67.8% | +675.3% | -607.5% | +19.6% |
| 5Y | +60.1% | -45.1% | +105.2% | +60.4% |
| All | +60.1% | -45.2% | +105.3% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling