-52.1%
OUST vs IFF
-34.7%
-17.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.8% | +3.4% |
| 7D | +12.7% | -0.2% | +12.9% | +12.8% |
| 30D | -13.6% | -0.3% | -13.3% | -13.7% |
| 3M | -8.3% | +18.6% | -26.9% | -18.5% |
| 6M | +85.0% | +17.4% | +67.6% | +62.2% |
| YTD | +73.2% | +28.5% | +44.8% | +40.9% |
| 1Y | +32.5% | +32.5% | -0.1% | +4.2% |
| 3Y | +643.8% | +34.1% | +609.8% | +451.7% |
| 5Y | -52.1% | -35.2% | -17.0% | -41.0% |
| All | -52.1% | -34.7% | -17.5% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling