-60.6%
OUST vs IBN
+227.0%
-287.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +14.0% | +11.1% | +2.8% | +5.8% |
| 30D | +2.5% | +23.9% | -21.3% | -12.4% |
| 3M | -15.3% | +16.3% | -31.6% | -24.3% |
| 6M | +42.6% | +34.2% | +8.4% | +14.3% |
| YTD | +76.6% | +17.6% | +59.1% | +55.2% |
| 1Y | +54.1% | +13.8% | +40.2% | +38.5% |
| 3Y | +675.3% | +57.0% | +618.2% | +421.7% |
| 5Y | -45.1% | +75.3% | -120.4% | -65.6% |
| All | -60.6% | +227.0% | -287.6% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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