+127.8%
IWF vs OUST
-62.4%
+190.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | +0.5% | +5.2% | -4.7% | +0.1% |
| 30D | -0.4% | -19.3% | +18.9% | +1.3% |
| 3M | -2.6% | -22.6% | +20.0% | -2.0% |
| 6M | +9.1% | +62.8% | -53.6% | +1.7% |
| YTD | +4.5% | +68.3% | -63.9% | -3.4% |
| 1Y | +10.1% | +28.5% | -18.5% | +3.0% |
| 3Y | +77.6% | +554.0% | -476.4% | +33.2% |
| 5Y | +73.7% | -56.2% | +129.9% | +54.0% |
| All | +127.8% | -62.4% | +190.2% | +104.4% |
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 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