+180.3%
IVZ vs OUST
-60.6%
+240.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +2.2% | +31.9% | -29.7% | -1.7% |
| 30D | -2.2% | -4.2% | +2.0% | -2.1% |
| 3M | -8.4% | -9.3% | +0.8% | -8.3% |
| 6M | +6.2% | +51.7% | -45.5% | -4.0% |
| YTD | +12.4% | +76.6% | -64.2% | -1.7% |
| 1Y | +26.0% | +48.9% | -22.9% | +12.3% |
| 3Y | +147.9% | +675.3% | -527.4% | +57.4% |
| 5Y | +38.8% | -44.0% | +82.8% | +9.3% |
| All | +180.3% | -60.6% | +240.9% | +134.9% |
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