+14.0%
IEFA vs OUST
+42.6%
-28.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.8% | -7.8% | +2.3% |
| 7D | +1.1% | +36.7% | -35.6% | -1.1% |
| 30D | +1.2% | -3.3% | +4.5% | +1.0% |
| 3M | -3.4% | -11.1% | +7.8% | -3.3% |
| 6M | +2.0% | +53.1% | -51.0% | -4.0% |
| YTD | +11.0% | +78.2% | -67.3% | +1.5% |
| All | +14.0% | +42.6% | -28.6% | +5.4% |
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