+6.5%
IEMG vs OSCR
+93.2%
-86.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.7% | +0.1% | -5.4% |
| 7D | -7.4% | +7.8% | -15.2% | -7.6% |
| 30D | -14.9% | +2.6% | -17.5% | -14.9% |
| 3M | -11.6% | +10.2% | -21.8% | -11.9% |
| 6M | -11.1% | +84.9% | -96.0% | -14.5% |
| YTD | +6.0% | +130.9% | -124.9% | -0.8% |
| 1Y | +6.5% | +94.8% | -88.3% | -0.4% |
| All | +6.5% | +93.2% | -86.7% | -0.4% |
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 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