+79.8%
IEMG vs OUST
-61.4%
+141.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.2% |
| 7D | +2.8% | +12.7% | -9.9% | +1.9% |
| 30D | +4.6% | -13.6% | +18.3% | +5.6% |
| 3M | +5.5% | -8.3% | +13.8% | +5.0% |
| 6M | +19.7% | +85.0% | -65.3% | +12.7% |
| YTD | +25.5% | +73.2% | -47.7% | +18.3% |
| 1Y | +35.5% | +32.5% | +3.0% | +28.8% |
| 3Y | +88.0% | +643.8% | -555.9% | +50.1% |
| 5Y | +50.6% | -52.1% | +102.7% | +38.2% |
| All | +79.8% | -61.4% | +141.2% | +68.8% |
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