+58.9%
IBIT vs OUST
+482.6%
-423.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.8% | -12.2% | -2.8% |
| 7D | -2.4% | +36.7% | -39.1% | -7.0% |
| 30D | -9.1% | -3.3% | -5.8% | -9.3% |
| 3M | +15.0% | -11.1% | +26.1% | +15.2% |
| 6M | -6.9% | +53.1% | -59.9% | -18.2% |
| YTD | -14.8% | +78.2% | -93.0% | -28.1% |
| 1Y | -28.1% | +50.0% | -78.1% | -38.0% |
| All | +58.9% | +482.6% | -423.7% | +4.5% |
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