-68.5%
OUST vs IBN
+206.2%
-274.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +4.1% | -13.1% | -11.8% |
| 7D | -5.0% | +11.7% | -16.7% | -12.3% |
| 30D | -32.0% | +16.1% | -48.1% | -39.4% |
| 3M | -32.4% | +7.0% | -39.4% | -36.1% |
| 6M | +6.7% | +26.1% | -19.4% | -11.0% |
| YTD | +41.0% | +10.1% | +31.0% | +29.4% |
| 1Y | +18.0% | +8.0% | +10.0% | +9.7% |
| 3Y | +560.6% | +46.0% | +514.6% | +367.3% |
| 5Y | -55.1% | +63.9% | -119.0% | -70.6% |
| All | -68.5% | +206.2% | -274.7% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling