+46.2%
IBIT vs OUST
+405.7%
-359.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.5% | +5.0% | -2.3% |
| 7D | -9.2% | -3.8% | -5.4% | -8.8% |
| 30D | -15.8% | +5.1% | -20.8% | -16.9% |
| 3M | +8.5% | -25.8% | +34.3% | +11.7% |
| 6M | -13.7% | -2.0% | -11.7% | -18.2% |
| YTD | -21.6% | +54.7% | -76.3% | -32.5% |
| 1Y | -30.0% | +48.8% | -78.8% | -39.5% |
| All | +46.2% | +405.7% | -359.5% | -1.9% |
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