-64.1%
OUST vs IAG
+370.2%
-434.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +7.2% | +6.8% | +12.1% |
| 7D | +17.0% | +21.4% | -4.4% | +11.4% |
| 30D | -16.5% | +4.0% | -20.5% | -17.1% |
| 3M | -23.7% | +17.0% | -40.7% | -26.9% |
| 6M | +18.4% | +1.4% | +17.0% | +17.6% |
| YTD | +60.8% | +13.8% | +47.0% | +53.3% |
| 1Y | +44.2% | +55.8% | -11.6% | +28.1% |
| 3Y | +668.1% | +647.4% | +20.7% | +335.2% |
| 5Y | -48.8% | +519.1% | -568.0% | -73.5% |
| All | -64.1% | +370.2% | -434.3% | -82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling