+59.6%
IEMG vs OUST
-60.2%
+119.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.8% | -8.0% | +2.0% |
| 7D | -0.1% | +36.7% | -36.8% | -2.6% |
| 30D | -8.8% | -3.3% | -5.4% | -8.8% |
| 3M | -7.2% | -11.1% | +4.0% | -6.9% |
| 6M | -9.8% | +53.1% | -62.9% | -14.1% |
| YTD | +11.4% | +78.2% | -66.9% | +4.3% |
| 1Y | +13.2% | +50.0% | -36.8% | +6.9% |
| 3Y | +70.0% | +836.2% | -766.1% | +33.3% |
| 5Y | +36.6% | -50.0% | +86.6% | +24.6% |
| All | +59.6% | -60.2% | +119.8% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling