-6.4%
ICE vs OSCR
+75.7%
-82.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.0% |
| 7D | -0.7% | +5.8% | -6.5% | -1.0% |
| 30D | +7.6% | +7.1% | +0.5% | +7.1% |
| 3M | +13.9% | +36.7% | -22.7% | +11.5% |
| 6M | -2.4% | +114.3% | -116.6% | -7.0% |
| YTD | +0.3% | +124.4% | -124.2% | -4.6% |
| 1Y | -6.4% | +75.5% | -81.9% | -10.3% |
| All | -6.4% | +75.7% | -82.2% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling