+310.7%
IBKR vs OUST
+692.9%
-382.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +5.9% | +14.0% | -8.0% | +4.1% |
| 30D | -6.1% | +2.5% | -8.7% | -6.9% |
| 3M | -8.0% | -15.3% | +7.3% | -7.0% |
| 6M | -2.7% | +42.6% | -45.3% | -10.5% |
| YTD | +28.7% | +76.6% | -48.0% | +14.0% |
| 1Y | +16.9% | +54.1% | -37.2% | +4.9% |
| All | +310.7% | +692.9% | -382.2% | +215.3% |
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