+97.7%
IAU vs OUST
-62.3%
+160.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.5% | -2.7% |
| 7D | -5.5% | +19.9% | -25.4% | -5.8% |
| 30D | -7.0% | +3.6% | -10.6% | -7.1% |
| 3M | -12.3% | -20.6% | +8.4% | -12.1% |
| 6M | -17.9% | +35.1% | -53.0% | -18.7% |
| YTD | -10.3% | +69.1% | -79.5% | -11.6% |
| 1Y | -7.9% | +49.9% | -57.8% | -9.2% |
| 3Y | +98.7% | +642.4% | -543.7% | +90.3% |
| 5Y | +105.0% | -48.3% | +153.3% | +97.4% |
| All | +97.7% | -62.3% | +160.0% | +91.1% |
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 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