+18.4%
OUST vs IFF
+3.3%
+15.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -4.3% | +18.3% | +12.1% |
| 7D | +17.0% | -11.2% | +28.2% | +12.3% |
| 30D | -16.5% | -1.8% | -14.7% | -18.9% |
| 3M | -23.7% | -1.8% | -21.8% | -25.7% |
| 6M | +18.4% | +0.6% | +17.7% | +24.9% |
| All | +18.4% | +3.3% | +15.1% | +24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling