-8.4%
IP vs OUST
-52.6%
+44.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +15.7% | -14.2% | +0.8% |
| 7D | +3.4% | -0.2% | +3.6% | +3.3% |
| 30D | +11.2% | -24.0% | +35.2% | +12.5% |
| 3M | -14.8% | -29.9% | +15.1% | -13.7% |
| 6M | +17.3% | +19.1% | -1.9% | +13.7% |
| YTD | -6.2% | +55.0% | -61.2% | -11.0% |
| 1Y | +2.3% | +21.2% | -18.8% | -1.8% |
| 3Y | +17.7% | +626.0% | -608.3% | -5.5% |
| 5Y | -8.4% | -51.6% | +43.2% | -22.0% |
| All | -8.4% | -52.6% | +44.1% | -22.0% |
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