+577.1%
OUST vs IBN
+32.1%
+545.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | +5.2% | +1.4% | +3.8% | +4.4% |
| 30D | -19.3% | -0.3% | -18.9% | -19.1% |
| 3M | -22.6% | +17.1% | -39.7% | -29.9% |
| 6M | +62.8% | +3.4% | +59.4% | +58.6% |
| YTD | +68.3% | +2.5% | +65.8% | +64.0% |
| 1Y | +28.5% | -4.2% | +32.7% | +29.3% |
| All | +577.1% | +32.1% | +545.1% | +375.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling