+405.6%
IRM vs OUST
-60.2%
+465.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.8% | -6.8% | +3.3% |
| 7D | -3.8% | +36.7% | -40.4% | -6.0% |
| 30D | -3.2% | -3.3% | +0.1% | -3.3% |
| 3M | -7.8% | -11.1% | +3.3% | -7.5% |
| 6M | -12.7% | +53.1% | -65.8% | -17.0% |
| YTD | +36.7% | +78.2% | -41.5% | +27.8% |
| 1Y | +10.0% | +50.0% | -40.0% | +3.9% |
| 3Y | +107.2% | +836.2% | -728.9% | +67.9% |
| 5Y | +181.6% | -50.0% | +231.5% | +142.1% |
| All | +405.6% | -60.2% | +465.8% | +311.9% |
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