+668.1%
OUST vs IFF
+22.4%
+645.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -4.3% | +18.3% | +14.9% |
| 7D | +17.0% | -11.2% | +28.2% | +19.6% |
| 30D | -16.5% | -1.8% | -14.7% | -17.3% |
| 3M | -23.7% | -1.8% | -21.8% | -24.5% |
| 6M | +18.4% | +0.6% | +17.7% | +15.7% |
| YTD | +60.8% | +24.6% | +36.2% | +40.2% |
| 1Y | +44.2% | +34.4% | +9.8% | +19.2% |
| 3Y | +668.1% | +22.1% | +646.0% | +393.3% |
| All | +668.1% | +22.4% | +645.7% | +393.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling