+38.3%
IEMG vs OUST
+33.5%
+4.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.5% |
| 7D | +2.2% | +5.2% | -3.0% | +1.7% |
| 30D | +4.6% | -19.3% | +23.9% | +6.8% |
| 3M | +0.4% | -22.6% | +23.0% | +1.2% |
| 6M | +16.4% | +62.8% | -46.4% | +8.5% |
| YTD | +25.4% | +68.3% | -42.9% | +16.3% |
| 1Y | +38.3% | +28.5% | +9.7% | +28.7% |
| All | +38.3% | +33.5% | +4.8% | +28.7% |
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