+636.6%
IBKR vs OUST
-62.6%
+699.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.6% | -0.4% |
| 7D | +1.3% | +4.0% | -2.7% | +0.9% |
| 30D | -0.3% | -14.0% | +13.7% | +1.1% |
| 3M | +4.7% | -5.9% | +10.6% | +3.2% |
| 6M | +34.0% | +76.4% | -42.3% | +22.2% |
| YTD | +40.8% | +67.5% | -26.7% | +28.6% |
| 1Y | +45.7% | +27.1% | +18.6% | +35.3% |
| 3Y | +288.4% | +619.0% | -330.7% | +188.5% |
| 5Y | +487.2% | -54.9% | +542.1% | +431.9% |
| All | +636.6% | -62.6% | +699.3% | +561.6% |
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