+44.7%
IBKR vs OUST
+33.5%
+11.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.6% |
| 7D | -3.3% | +5.2% | -8.5% | -4.0% |
| 30D | +4.5% | -19.3% | +23.7% | +7.7% |
| 3M | +6.5% | -22.6% | +29.1% | +7.0% |
| 6M | +34.2% | +62.8% | -28.6% | +10.8% |
| YTD | +44.5% | +68.3% | -23.9% | +16.7% |
| 1Y | +44.7% | +28.5% | +16.2% | +19.5% |
| All | +44.7% | +33.5% | +11.2% | +19.5% |
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