+51.6%
IBIT vs OUST
+452.9%
-401.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.2% | -0.2% | -3.8% |
| 7D | -6.2% | +19.9% | -26.1% | -8.8% |
| 30D | -14.4% | +3.6% | -18.0% | -15.3% |
| 3M | +12.5% | -20.6% | +33.1% | +14.6% |
| 6M | -11.9% | +35.1% | -46.9% | -21.0% |
| YTD | -18.7% | +69.1% | -87.8% | -30.9% |
| 1Y | -29.9% | +49.9% | -79.9% | -39.5% |
| All | +51.6% | +452.9% | -401.3% | +0.4% |
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 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