-7.1%
IAU vs OUST
+40.1%
-47.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.5% | +8.6% | +0.6% |
| 7D | -4.6% | -3.8% | -0.8% | -4.4% |
| 30D | -5.4% | +5.1% | -10.5% | -6.0% |
| 3M | -10.9% | -25.8% | +14.9% | -9.9% |
| 6M | -17.4% | -2.0% | -15.3% | -19.2% |
| YTD | -10.2% | +54.7% | -64.9% | -16.6% |
| 1Y | -7.1% | +48.8% | -55.9% | -13.7% |
| All | -7.1% | +40.1% | -47.2% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling