+193.5%
IRM vs OUST
-56.2%
+249.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.5% |
| 7D | -0.5% | +5.2% | -5.7% | -0.9% |
| 30D | -8.1% | -19.3% | +11.2% | -6.7% |
| 3M | -9.7% | -22.6% | +13.0% | -9.2% |
| 6M | +10.0% | +62.8% | -52.8% | +3.4% |
| YTD | +43.0% | +68.3% | -25.3% | +33.5% |
| 1Y | +32.7% | +28.5% | +4.1% | +25.3% |
| 3Y | +102.7% | +554.0% | -451.3% | +60.9% |
| All | +193.5% | -56.2% | +249.6% | +172.2% |
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 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