+120.1%
IAU vs OUST
-49.1%
+169.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.0% | -14.8% | -1.1% |
| 7D | +4.7% | +17.0% | -12.3% | +4.4% |
| 30D | -0.9% | -16.5% | +15.6% | -0.7% |
| 3M | -4.4% | -23.7% | +19.3% | -4.1% |
| 6M | -13.5% | +18.4% | -31.9% | -14.2% |
| YTD | -5.9% | +60.8% | -66.7% | -7.3% |
| 1Y | +1.9% | +44.2% | -42.3% | +0.5% |
| 3Y | +104.1% | +668.1% | -564.0% | +95.0% |
| All | +120.1% | -49.1% | +169.2% | +107.7% |
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