+191.2%
IRM vs OUST
-48.5%
+239.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.2% | +2.3% |
| 7D | +8.6% | +19.9% | -11.3% | +6.9% |
| 30D | 0.0% | +3.6% | -3.6% | -0.6% |
| 3M | -7.1% | -20.6% | +13.5% | -6.0% |
| 6M | -7.9% | +35.1% | -42.9% | -12.3% |
| YTD | +41.3% | +69.1% | -27.8% | +31.2% |
| 1Y | +20.7% | +49.9% | -29.2% | +13.0% |
| 3Y | +112.2% | +642.4% | -530.2% | +66.8% |
| 5Y | +191.2% | -48.3% | +239.5% | +174.6% |
| All | +191.2% | -48.5% | +239.7% | +174.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling