+32.3%
IEMG vs OUST
-49.1%
+81.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +14.0% | -11.9% | +1.0% |
| 7D | -2.8% | +17.0% | -19.8% | -4.1% |
| 30D | -12.0% | -16.5% | +4.5% | -11.0% |
| 3M | -9.0% | -23.7% | +14.7% | -7.7% |
| 6M | -11.8% | +18.4% | -30.2% | -14.6% |
| YTD | +8.3% | +60.8% | -52.5% | +2.1% |
| 1Y | +9.6% | +44.2% | -34.6% | +3.9% |
| 3Y | +62.3% | +668.1% | -605.8% | +28.2% |
| All | +32.3% | -49.1% | +81.4% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling