-62.4%
OUST vs IAG
+413.3%
-475.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.2% |
| 7D | +5.2% | -0.5% | +5.8% | +5.4% |
| 30D | -19.3% | +28.9% | -48.1% | -24.8% |
| 3M | -22.6% | +19.1% | -41.8% | -26.3% |
| 6M | +62.8% | -10.3% | +73.0% | +64.4% |
| YTD | +68.3% | +24.2% | +44.1% | +56.4% |
| 1Y | +28.5% | +116.5% | -87.9% | +4.5% |
| 3Y | +554.0% | +742.8% | -188.8% | +257.2% |
| 5Y | -56.2% | +753.3% | -809.5% | -78.4% |
| All | -62.4% | +413.3% | -475.7% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling