+51.4%
ICE vs OSCR
-9.0%
+60.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | -2.4% | +1.6% | -4.0% | -2.5% |
| 30D | +4.0% | +10.7% | -6.7% | +3.4% |
| 3M | +13.7% | +13.4% | +0.3% | +12.6% |
| 6M | +0.9% | +144.6% | -143.6% | -4.7% |
| YTD | -2.1% | +128.0% | -130.2% | -7.4% |
| 1Y | -9.5% | +68.7% | -78.2% | -13.4% |
| 3Y | +42.1% | +398.8% | -356.7% | +22.2% |
| 5Y | +41.4% | +87.3% | -45.9% | +18.6% |
| All | +51.4% | -9.0% | +60.3% | +27.4% |
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