-62.4%
OUST vs IFF
-14.6%
-47.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +5.2% | -1.8% | +7.0% | +6.2% |
| 30D | -19.3% | -2.0% | -17.3% | -18.7% |
| 3M | -22.6% | +18.5% | -41.2% | -30.4% |
| 6M | +62.8% | +11.7% | +51.1% | +49.3% |
| YTD | +68.3% | +29.6% | +38.8% | +39.7% |
| 1Y | +28.5% | +35.0% | -6.4% | +2.9% |
| 3Y | +554.0% | +32.3% | +521.8% | +414.9% |
| 5Y | -56.2% | -34.6% | -21.7% | -50.6% |
| All | -62.4% | -14.6% | -47.8% | -60.1% |
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