+19.6%
IVZ vs OUST
-1.5%
+21.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -9.0% | +1.0% | -6.8% |
| 7D | -6.7% | -5.0% | -1.6% | -6.1% |
| 30D | -10.9% | -32.0% | +21.2% | -6.8% |
| 3M | -14.8% | -32.4% | +17.5% | -11.3% |
| 6M | +2.4% | +6.7% | -4.3% | -4.5% |
| YTD | +5.4% | +41.0% | -35.6% | -8.9% |
| 1Y | +19.6% | +18.0% | +1.6% | +5.9% |
| All | +19.6% | -1.5% | +21.1% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling