-65.5%
OUST vs IBN
+224.9%
-290.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.4% | -8.9% | -8.8% |
| 7D | -3.8% | +1.9% | -5.6% | -5.0% |
| 30D | +5.1% | +22.1% | -17.1% | -9.3% |
| 3M | -25.8% | +17.1% | -42.9% | -34.0% |
| 6M | -2.0% | +35.5% | -37.6% | -22.0% |
| YTD | +54.7% | +16.8% | +37.9% | +36.6% |
| 1Y | +48.8% | +12.4% | +36.4% | +35.2% |
| 3Y | +607.8% | +58.0% | +549.8% | +373.2% |
| 5Y | -52.7% | +73.7% | -126.4% | -70.2% |
| All | -65.5% | +224.9% | -290.4% | -80.7% |
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