-11.4%
IEF vs OUST
-60.6%
+49.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.8% | +14.0% | -14.7% | -0.8% |
| 30D | +2.0% | +2.5% | -0.5% | +2.0% |
| 3M | -1.1% | -15.3% | +14.3% | -1.0% |
| 6M | -1.9% | +42.6% | -44.5% | -2.2% |
| YTD | -2.2% | +76.6% | -78.8% | -2.7% |
| 1Y | -2.3% | +54.1% | -56.4% | -2.7% |
| 3Y | +11.6% | +675.3% | -663.7% | +9.3% |
| 5Y | -7.1% | -45.1% | +38.0% | -8.6% |
| All | -11.4% | -60.6% | +49.2% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling