-64.1%
OUST vs IBN
+219.0%
-283.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +4.2% | +9.8% | +11.1% |
| 7D | +17.0% | +15.1% | +1.9% | +6.1% |
| 30D | -16.5% | +21.6% | -38.1% | -27.8% |
| 3M | -23.7% | +11.2% | -34.8% | -29.6% |
| 6M | +18.4% | +27.8% | -9.4% | -1.8% |
| YTD | +60.8% | +14.7% | +46.1% | +43.7% |
| 1Y | +44.2% | +14.4% | +29.8% | +28.9% |
| 3Y | +668.1% | +52.1% | +616.0% | +429.2% |
| 5Y | -48.8% | +70.7% | -119.5% | -67.3% |
| All | -64.1% | +219.0% | -283.1% | -79.7% |
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