+412.8%
IRM vs OUST
-60.6%
+473.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -5.3% | +14.0% | -19.2% | -6.2% |
| 30D | -2.3% | +2.5% | -4.9% | -2.8% |
| 3M | -7.4% | -15.3% | +7.9% | -6.8% |
| 6M | -12.2% | +42.6% | -54.8% | -16.1% |
| YTD | +38.6% | +76.6% | -38.0% | +29.7% |
| 1Y | +14.9% | +54.1% | -39.2% | +8.3% |
| 3Y | +108.2% | +675.3% | -567.1% | +70.5% |
| 5Y | +183.8% | -45.1% | +228.9% | +144.2% |
| All | +412.8% | -60.6% | +473.4% | +318.0% |
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 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