+49.8%
ICE vs OSCR
-9.5%
+59.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.6% |
| 7D | -5.3% | +1.1% | -6.4% | -5.4% |
| 30D | +3.0% | +16.5% | -13.5% | +2.0% |
| 3M | +11.4% | +17.0% | -5.5% | +10.2% |
| 6M | -2.0% | +145.0% | -147.0% | -7.5% |
| YTD | -3.1% | +126.7% | -129.9% | -8.3% |
| 1Y | -8.4% | +67.2% | -75.6% | -12.2% |
| 3Y | +40.7% | +405.1% | -364.4% | +21.0% |
| 5Y | +40.0% | +86.2% | -46.2% | +17.5% |
| All | +49.8% | -9.5% | +59.3% | +26.1% |
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 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