+42.3%
IYR vs OUST
-65.5%
+107.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.5% | +8.6% | +0.5% |
| 7D | +0.6% | -3.8% | +4.4% | +0.7% |
| 30D | +6.6% | +5.1% | +1.5% | +6.1% |
| 3M | -1.8% | -25.8% | +24.0% | -1.0% |
| 6M | +1.4% | -2.0% | +3.5% | -0.4% |
| YTD | +10.5% | +54.7% | -44.2% | +5.0% |
| 1Y | +10.6% | +48.8% | -38.2% | +5.1% |
| 3Y | +41.8% | +607.8% | -566.0% | +15.0% |
| 5Y | +6.0% | -52.7% | +58.7% | -6.7% |
| All | +42.3% | -65.5% | +107.8% | +24.6% |
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