+185.8%
IVZ vs OUST
-65.4%
+251.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +15.7% | -11.6% | +2.1% |
| 7D | +2.6% | -0.2% | +2.9% | +2.5% |
| 30D | -3.5% | -24.0% | +20.5% | -0.4% |
| 3M | -7.4% | -29.9% | +22.5% | -4.0% |
| 6M | +14.7% | +19.1% | -4.4% | +7.0% |
| YTD | +14.6% | +55.0% | -40.4% | +2.1% |
| 1Y | +30.7% | +21.2% | +9.5% | +19.7% |
| 3Y | +141.8% | +626.0% | -484.1% | +54.7% |
| 5Y | +40.2% | -51.6% | +91.8% | +12.5% |
| All | +185.8% | -65.4% | +251.3% | +143.9% |
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