+83.2%
IWM vs OUST
-65.5%
+148.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.5% | +8.2% | +0.6% |
| 7D | +1.4% | -3.8% | +5.2% | +1.8% |
| 30D | +2.3% | +5.1% | -2.8% | +1.2% |
| 3M | -8.3% | -25.8% | +17.5% | -6.3% |
| 6M | -1.3% | -2.0% | +0.7% | -4.5% |
| YTD | +13.5% | +54.7% | -41.2% | +2.8% |
| 1Y | +18.4% | +48.8% | -30.4% | +7.4% |
| 3Y | +69.6% | +607.8% | -538.2% | +17.3% |
| 5Y | +23.3% | -52.7% | +76.0% | +5.9% |
| All | +83.2% | -65.5% | +148.7% | +59.7% |
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