+28.7%
IRM vs OUST
+40.1%
-11.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.5% | +7.8% | +0.3% |
| 7D | +6.8% | -3.8% | +10.6% | +7.2% |
| 30D | +2.6% | +5.1% | -2.4% | +1.6% |
| 3M | -9.5% | -25.8% | +16.3% | -7.2% |
| 6M | -8.5% | -2.0% | -6.5% | -12.2% |
| YTD | +40.3% | +54.7% | -14.4% | +18.5% |
| 1Y | +28.7% | +48.8% | -20.1% | +8.4% |
| All | +28.7% | +40.1% | -11.5% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling