+395.2%
IBKR vs OSCR
-9.0%
+404.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | -1.3% | +1.6% | -3.0% | -1.5% |
| 30D | -0.2% | +10.7% | -10.9% | -1.2% |
| 3M | +3.0% | +13.4% | -10.4% | +1.6% |
| 6M | +33.9% | +144.6% | -110.7% | +23.4% |
| YTD | +42.5% | +128.0% | -85.5% | +31.9% |
| 1Y | +44.9% | +68.7% | -23.8% | +36.2% |
| 3Y | +293.0% | +398.8% | -105.8% | +226.7% |
| 5Y | +497.7% | +87.3% | +410.4% | +393.6% |
| All | +395.2% | -9.0% | +404.1% | +334.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling