+363.0%
IBKR vs OUST
-45.2%
+408.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +5.9% | +14.0% | -8.0% | +4.3% |
| 30D | -6.1% | +2.5% | -8.7% | -6.8% |
| 3M | -8.0% | -15.3% | +7.3% | -7.1% |
| 6M | -2.7% | +42.6% | -45.3% | -9.6% |
| YTD | +28.7% | +76.6% | -48.0% | +15.7% |
| 1Y | +16.9% | +54.1% | -37.2% | +6.4% |
| 3Y | +306.9% | +675.3% | -368.3% | +197.3% |
| 5Y | +363.0% | -45.1% | +408.1% | +327.9% |
| All | +363.0% | -45.2% | +408.2% | +327.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling