+21.2%
OUST vs IAG
+56.5%
-35.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +10.2% | +5.5% | +11.3% |
| 7D | -0.2% | +1.1% | -1.3% | -0.6% |
| 30D | -24.0% | -5.3% | -18.7% | -22.1% |
| 3M | -29.9% | +18.0% | -47.9% | -35.3% |
| 6M | +19.1% | +7.1% | +12.0% | +14.8% |
| YTD | +55.0% | +5.9% | +49.0% | +46.5% |
| 1Y | +21.2% | +59.4% | -38.2% | -6.9% |
| All | +21.2% | +56.5% | -35.4% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling