+105.7%
IAU vs OUST
-60.6%
+166.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.6% |
| 7D | +2.8% | +31.9% | -29.1% | +2.2% |
| 30D | -4.0% | -4.2% | +0.2% | -4.0% |
| 3M | -8.2% | -9.3% | +1.1% | -8.2% |
| 6M | -14.8% | +51.7% | -66.4% | -15.8% |
| YTD | -6.7% | +76.6% | -83.3% | -8.1% |
| 1Y | -2.2% | +48.9% | -51.1% | -3.6% |
| 3Y | +106.7% | +675.3% | -568.5% | +97.8% |
| 5Y | +114.8% | -44.0% | +158.8% | +106.6% |
| All | +105.7% | -60.6% | +166.3% | +98.7% |
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