+167.6%
IRM vs OUST
-56.4%
+224.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -9.0% | -2.1% | -10.4% |
| 7D | -10.9% | -5.0% | -5.8% | -10.5% |
| 30D | -9.4% | -32.0% | +22.6% | -6.9% |
| 3M | -16.4% | -32.4% | +16.0% | -14.2% |
| 6M | -18.7% | +6.7% | -25.4% | -21.1% |
| YTD | +30.1% | +41.0% | -10.9% | +22.8% |
| 1Y | +8.5% | +18.0% | -9.4% | +3.6% |
| 3Y | +88.0% | +560.6% | -472.6% | +49.5% |
| 5Y | +167.6% | -55.1% | +222.7% | +148.0% |
| All | +167.6% | -56.4% | +224.0% | +148.0% |
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