-60.6%
OUST vs IAG
+364.2%
-424.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.7% | +5.7% | +0.9% |
| 7D | +31.9% | +16.8% | +15.0% | +27.0% |
| 30D | -4.2% | -1.5% | -2.7% | -3.4% |
| 3M | -9.3% | +0.5% | -9.8% | -9.2% |
| 6M | +51.7% | -1.0% | +52.6% | +51.6% |
| YTD | +76.6% | +12.3% | +64.3% | +69.0% |
| 1Y | +48.9% | +39.2% | +9.6% | +35.7% |
| 3Y | +675.3% | +712.3% | -37.0% | +332.2% |
| 5Y | -44.0% | +484.2% | -528.3% | -70.8% |
| All | -60.6% | +364.2% | -424.8% | -80.3% |
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