-62.6%
OUST vs IFF
-16.6%
-46.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.6% |
| 7D | +4.0% | -3.0% | +7.1% | +5.6% |
| 30D | -14.0% | -0.9% | -13.1% | -13.8% |
| 3M | -5.9% | +11.8% | -17.8% | -12.6% |
| 6M | +76.4% | +16.5% | +59.8% | +57.3% |
| YTD | +67.5% | +26.5% | +41.0% | +40.6% |
| 1Y | +27.1% | +32.7% | -5.6% | +2.6% |
| 3Y | +619.0% | +32.0% | +587.0% | +465.3% |
| 5Y | -54.9% | -36.1% | -18.8% | -48.5% |
| All | -62.6% | -16.6% | -46.0% | -59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling