+385.9%
IRM vs OUST
-64.1%
+450.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +14.0% | -13.0% | 0.0% |
| 7D | -8.6% | +17.0% | -25.6% | -9.7% |
| 30D | -8.0% | -16.5% | +8.5% | -7.1% |
| 3M | -12.0% | -23.7% | +11.7% | -10.8% |
| 6M | -18.2% | +18.4% | -36.5% | -20.8% |
| YTD | +31.4% | +60.8% | -29.4% | +23.8% |
| 1Y | +9.2% | +44.2% | -35.0% | +3.5% |
| 3Y | +94.6% | +668.1% | -573.5% | +59.6% |
| 5Y | +170.2% | -48.8% | +219.0% | +134.1% |
| All | +385.9% | -64.1% | +450.0% | +298.8% |
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