+14.9%
IRM vs OUST
+50.6%
-35.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -5.3% | +14.0% | -19.2% | -6.9% |
| 30D | -2.3% | +2.5% | -4.9% | -3.2% |
| 3M | -7.4% | -15.3% | +7.9% | -6.6% |
| 6M | -12.2% | +42.6% | -54.8% | -21.4% |
| YTD | +38.6% | +76.6% | -38.0% | +13.3% |
| 1Y | +14.9% | +54.1% | -39.2% | -2.2% |
| All | +14.9% | +50.6% | -35.7% | -2.2% |
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