+643.8%
OUST vs IFF
+33.6%
+610.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.8% | +3.2% |
| 7D | +12.7% | -0.2% | +12.9% | +12.8% |
| 30D | -13.6% | -0.3% | -13.3% | -13.6% |
| 3M | -8.3% | +18.6% | -26.9% | -15.2% |
| 6M | +85.0% | +17.4% | +67.6% | +70.1% |
| YTD | +73.2% | +28.5% | +44.8% | +49.2% |
| 1Y | +32.5% | +32.5% | -0.1% | +10.8% |
| 3Y | +643.8% | +34.1% | +609.8% | +382.9% |
| All | +643.8% | +33.6% | +610.3% | +382.9% |
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