+62.8%
OUST vs IBN
+3.3%
+59.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.2% |
| 7D | +5.2% | +1.4% | +3.8% | +4.1% |
| 30D | -19.3% | -0.3% | -18.9% | -19.0% |
| 3M | -22.6% | +17.1% | -39.7% | -33.3% |
| 6M | +62.8% | +3.4% | +59.4% | +69.3% |
| All | +62.8% | +3.3% | +59.5% | +69.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling