+20.0%
IEFA vs OUST
+34.0%
-14.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -0.7% |
| 7D | +1.2% | +12.7% | -11.6% | +0.5% |
| 30D | -0.6% | -13.6% | +13.0% | +0.1% |
| 3M | +6.2% | -8.3% | +14.5% | +5.3% |
| 6M | +11.2% | +85.0% | -73.8% | +4.4% |
| YTD | +14.2% | +73.2% | -59.1% | +7.2% |
| 1Y | +20.0% | +32.5% | -12.5% | +12.6% |
| All | +20.0% | +34.0% | -14.0% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling