+140.3%
IVZ vs OUST
+554.0%
-413.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.9% |
| 7D | +0.6% | +5.2% | -4.6% | 0.0% |
| 30D | +4.0% | -19.3% | +23.3% | +6.6% |
| 3M | +18.2% | -22.6% | +40.8% | +18.9% |
| 6M | +32.8% | +62.8% | -30.0% | +18.3% |
| YTD | +28.7% | +68.3% | -39.6% | +13.5% |
| 1Y | +55.4% | +28.5% | +26.8% | +39.6% |
| All | +140.3% | +554.0% | -413.7% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling