+44.2%
OUST vs IAG
+55.8%
-11.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +7.2% | +6.8% | +10.6% |
| 7D | +17.0% | +21.4% | -4.4% | +7.4% |
| 30D | -16.5% | +4.0% | -20.5% | -17.8% |
| 3M | -23.7% | +17.0% | -40.7% | -29.3% |
| 6M | +18.4% | +1.4% | +17.0% | +14.7% |
| YTD | +60.8% | +13.8% | +47.0% | +43.8% |
| 1Y | +44.2% | +55.8% | -11.6% | +0.9% |
| All | +44.2% | +55.8% | -11.6% | +0.9% |
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