-62.4%
OUST vs IBN
+185.2%
-247.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.2% |
| 7D | +5.2% | +1.4% | +3.8% | +4.2% |
| 30D | -19.3% | -0.3% | -18.9% | -19.1% |
| 3M | -22.6% | +17.1% | -39.7% | -31.5% |
| 6M | +62.8% | +3.4% | +59.4% | +58.4% |
| YTD | +68.3% | +2.5% | +65.8% | +63.8% |
| 1Y | +28.5% | -4.2% | +32.7% | +30.6% |
| 3Y | +554.0% | +32.4% | +521.6% | +402.1% |
| 5Y | -56.2% | +59.2% | -115.4% | -70.3% |
| All | -62.4% | +185.2% | -247.6% | -76.9% |
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