-10.7%
IEF vs OUST
-62.4%
+51.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | -0.3% | +5.2% | -5.5% | -0.3% |
| 30D | -0.8% | -19.3% | +18.5% | -0.7% |
| 3M | -1.0% | -22.6% | +21.7% | -1.0% |
| 6M | -2.8% | +62.8% | -65.5% | -3.1% |
| YTD | -1.5% | +68.3% | -69.8% | -1.9% |
| 1Y | -0.4% | +28.5% | -29.0% | -0.8% |
| 3Y | +9.7% | +554.0% | -544.4% | +7.5% |
| 5Y | -8.3% | -56.2% | +47.9% | -9.7% |
| All | -10.7% | -62.4% | +51.7% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling