+28.5%
OUST vs IFF
+34.4%
-5.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +5.2% | -1.8% | +7.0% | +5.2% |
| 30D | -19.3% | -2.0% | -17.3% | -19.2% |
| 3M | -22.6% | +18.5% | -41.2% | -22.9% |
| 6M | +62.8% | +11.7% | +51.1% | +61.3% |
| YTD | +68.3% | +29.6% | +38.8% | +63.6% |
| 1Y | +28.5% | +35.0% | -6.4% | +22.0% |
| All | +28.5% | +34.4% | -5.9% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling