+41.4%
IYR vs OUST
-64.1%
+105.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +14.0% | -14.6% | -1.2% |
| 7D | +2.0% | +17.0% | -15.0% | +1.2% |
| 30D | +8.2% | -16.5% | +24.7% | +8.8% |
| 3M | -1.7% | -23.7% | +21.9% | -1.0% |
| 6M | -0.4% | +18.4% | -18.8% | -3.3% |
| YTD | +9.9% | +60.8% | -50.9% | +4.3% |
| 1Y | +10.4% | +44.2% | -33.7% | +5.2% |
| 3Y | +38.4% | +668.1% | -629.7% | +11.7% |
| 5Y | +5.2% | -48.8% | +54.1% | -7.6% |
| All | +41.4% | -64.1% | +105.6% | +23.7% |
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