+573.7%
OUST vs IAG
+573.1%
+0.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.2% | -9.2% | -9.1% |
| 7D | -5.0% | +4.5% | -9.6% | -6.2% |
| 30D | -32.0% | -5.7% | -26.4% | -30.7% |
| 3M | -32.4% | +10.1% | -42.5% | -34.5% |
| 6M | +6.7% | +7.3% | -0.6% | +4.2% |
| YTD | +41.0% | +6.1% | +34.9% | +36.2% |
| 1Y | +18.0% | +46.8% | -28.8% | +5.6% |
| All | +573.7% | +573.1% | +0.7% | +225.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling