+291.3%
IBKR vs OUST
+645.3%
-354.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.1% |
| 7D | +0.6% | +12.7% | -12.1% | -0.8% |
| 30D | +3.7% | -13.6% | +17.3% | +5.2% |
| 3M | +4.2% | -8.3% | +12.5% | +2.8% |
| 6M | +36.6% | +85.0% | -48.3% | +21.9% |
| YTD | +41.9% | +73.2% | -31.4% | +27.0% |
| 1Y | +49.5% | +32.5% | +17.0% | +36.1% |
| 3Y | +291.3% | +643.8% | -352.5% | +191.9% |
| All | +291.3% | +645.3% | -354.0% | +191.9% |
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 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