-64.1%
OUST vs IFF
-17.9%
-46.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -4.3% | +18.3% | +16.0% |
| 7D | +17.0% | -11.2% | +28.2% | +22.6% |
| 30D | -16.5% | -1.8% | -14.7% | -17.2% |
| 3M | -23.7% | -1.8% | -21.8% | -24.5% |
| 6M | +18.4% | +0.6% | +17.7% | +14.1% |
| YTD | +60.8% | +24.6% | +36.2% | +33.6% |
| 1Y | +44.2% | +34.4% | +9.8% | +13.1% |
| 3Y | +668.1% | +22.1% | +646.0% | +520.3% |
| 5Y | -48.8% | -34.3% | -14.5% | -42.7% |
| All | -64.1% | -17.9% | -46.2% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling