+381.2%
IRM vs OUST
-68.5%
+449.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -9.0% | -2.1% | -10.4% |
| 7D | -10.9% | -5.0% | -5.8% | -10.6% |
| 30D | -9.4% | -32.0% | +22.6% | -7.2% |
| 3M | -16.4% | -32.4% | +16.0% | -14.4% |
| 6M | -18.7% | +6.7% | -25.4% | -20.7% |
| YTD | +30.1% | +41.0% | -10.9% | +23.8% |
| 1Y | +8.5% | +18.0% | -9.4% | +4.3% |
| 3Y | +88.0% | +560.6% | -472.6% | +56.0% |
| 5Y | +167.6% | -55.1% | +222.7% | +134.2% |
| All | +381.2% | -68.5% | +449.7% | +298.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling