+19.9%
IP vs OUST
-62.4%
+82.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +2.1% |
| 7D | -5.3% | +5.2% | -10.5% | -5.5% |
| 30D | -10.9% | -19.3% | +8.4% | -10.1% |
| 3M | +11.2% | -22.6% | +33.8% | +11.3% |
| 6M | -10.2% | +62.8% | -73.0% | -14.0% |
| YTD | -2.0% | +68.3% | -70.3% | -6.6% |
| 1Y | -19.1% | +28.5% | -47.6% | -22.3% |
| 3Y | +20.9% | +554.0% | -533.2% | +1.0% |
| 5Y | -17.8% | -56.2% | +38.4% | -27.9% |
| All | +19.9% | -62.4% | +82.3% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling