+607.8%
OUST vs IAG
+663.0%
-55.2%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.1% | -9.6% | -8.9% |
| 7D | -3.8% | -7.7% | +3.9% | -1.3% |
| 30D | +5.1% | +1.6% | +3.5% | +5.0% |
| 3M | -25.8% | -2.4% | -23.4% | -25.0% |
| 6M | -2.0% | -7.8% | +5.8% | -0.2% |
| YTD | +54.7% | +5.0% | +49.7% | +50.2% |
| 1Y | +48.8% | +25.7% | +23.1% | +38.5% |
| 3Y | +607.8% | +694.5% | -86.7% | +226.8% |
| All | +607.8% | +663.0% | -55.2% | +226.8% |
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