+111.2%
IAU vs OUST
-45.2%
+156.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.0% | +14.0% | -15.9% | -2.3% |
| 30D | -4.4% | +2.5% | -7.0% | -4.6% |
| 3M | -8.9% | -15.3% | +6.4% | -8.8% |
| 6M | -15.9% | +42.6% | -58.5% | -16.9% |
| YTD | -7.8% | +76.6% | -84.4% | -9.3% |
| 1Y | -3.8% | +54.1% | -57.8% | -5.3% |
| 3Y | +104.3% | +675.3% | -570.9% | +94.8% |
| 5Y | +111.2% | -45.1% | +156.3% | +100.4% |
| All | +111.2% | -45.2% | +156.4% | +100.4% |
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