+148.7%
IAU vs OSCR
-9.5%
+158.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -1.8% |
| 7D | -3.4% | +1.1% | -4.4% | -3.4% |
| 30D | -1.1% | +16.5% | -17.6% | -1.4% |
| 3M | +5.8% | +17.0% | -11.1% | +5.5% |
| 6M | -16.9% | +145.0% | -161.9% | -18.2% |
| YTD | +0.1% | +126.7% | -126.6% | -1.3% |
| 1Y | +18.4% | +67.2% | -48.8% | +16.9% |
| 3Y | +123.6% | +405.1% | -281.5% | +115.6% |
| 5Y | +138.7% | +86.2% | +52.6% | +130.5% |
| All | +148.7% | -9.5% | +158.2% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 all: compounded portfolio wealth divided by compounded OSCR 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…
all analysis · Full analysis span regression · 6 months rolling