+89.4%
IEFA vs OUST
-60.2%
+149.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.8% | -7.8% | +2.4% |
| 7D | +1.1% | +36.7% | -35.6% | -0.8% |
| 30D | +1.2% | -3.3% | +4.5% | +1.1% |
| 3M | -3.4% | -11.1% | +7.8% | -3.2% |
| 6M | +2.0% | +53.1% | -51.0% | -2.3% |
| YTD | +11.0% | +78.2% | -67.3% | +4.7% |
| 1Y | +15.2% | +50.0% | -34.8% | +9.5% |
| 3Y | +68.4% | +836.2% | -767.8% | +35.8% |
| 5Y | +48.4% | -50.0% | +98.4% | +33.4% |
| All | +89.4% | -60.2% | +149.6% | +71.3% |
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