+428.9%
IRM vs OUST
-62.4%
+491.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.5% |
| 7D | -0.5% | +5.2% | -5.7% | -0.8% |
| 30D | -8.1% | -19.3% | +11.2% | -6.8% |
| 3M | -9.7% | -22.6% | +13.0% | -9.3% |
| 6M | +10.0% | +62.8% | -52.8% | +4.3% |
| YTD | +43.0% | +68.3% | -25.3% | +34.8% |
| 1Y | +32.7% | +28.5% | +4.1% | +26.3% |
| 3Y | +102.7% | +554.0% | -451.3% | +67.8% |
| 5Y | +187.6% | -56.2% | +243.8% | +149.0% |
| All | +428.9% | -62.4% | +491.4% | +334.3% |
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