+48.9%
OUST vs IFF
+36.7%
+12.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -1.3% |
| 7D | +31.9% | -9.8% | +41.7% | +29.1% |
| 30D | -4.2% | -1.6% | -2.6% | -5.2% |
| 3M | -9.3% | -1.8% | -7.5% | -10.2% |
| 6M | +51.7% | +3.6% | +48.0% | +51.2% |
| YTD | +76.6% | +25.4% | +51.2% | +79.9% |
| 1Y | +48.9% | +35.4% | +13.5% | +61.1% |
| All | +48.9% | +36.7% | +12.2% | +61.1% |
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