+6.1%
IYR vs OUST
-55.3%
+61.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.0% | +7.3% | -1.3% |
| 7D | +2.8% | -5.0% | +7.8% | +3.0% |
| 30D | +7.3% | -32.0% | +39.4% | +9.1% |
| 3M | -2.0% | -32.4% | +30.3% | -0.6% |
| 6M | +1.5% | +6.7% | -5.2% | -1.2% |
| YTD | +10.5% | +41.0% | -30.5% | +5.0% |
| 1Y | +10.5% | +18.0% | -7.4% | +5.9% |
| 3Y | +37.4% | +560.6% | -523.2% | +8.1% |
| All | +6.1% | -55.3% | +61.4% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling