-60.2%
OUST vs IBN
+224.2%
-284.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.7% | +9.2% | +9.7% |
| 7D | +36.7% | +14.6% | +22.1% | +24.5% |
| 30D | -3.3% | +23.5% | -26.9% | -17.3% |
| 3M | -11.1% | +14.0% | -25.1% | -19.4% |
| 6M | +53.1% | +31.1% | +21.9% | +24.7% |
| YTD | +78.2% | +16.6% | +61.7% | +57.6% |
| 1Y | +50.0% | +14.9% | +35.1% | +33.9% |
| 3Y | +836.2% | +56.9% | +779.3% | +530.5% |
| 5Y | -50.0% | +69.7% | -119.6% | -68.0% |
| All | -60.2% | +224.2% | -284.5% | -77.8% |
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