+103.9%
IWF vs OUST
-68.5%
+172.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.0% | +2.6% | -5.6% |
| 7D | -8.9% | -5.0% | -3.8% | -8.5% |
| 30D | -14.6% | -32.0% | +17.5% | -11.8% |
| 3M | -10.8% | -32.4% | +21.5% | -8.3% |
| 6M | -8.2% | +6.7% | -14.9% | -11.2% |
| YTD | -6.5% | +41.0% | -47.5% | -12.5% |
| 1Y | -7.7% | +18.0% | -25.7% | -12.5% |
| 3Y | +63.5% | +560.6% | -497.1% | +22.3% |
| 5Y | +48.9% | -55.1% | +104.0% | +32.4% |
| All | +103.9% | -68.5% | +172.4% | +85.1% |
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