+47.8%
IGV vs OSCR
-9.0%
+56.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | -2.9% | +1.6% | -4.5% | -3.1% |
| 30D | -1.5% | +10.7% | -12.2% | -2.7% |
| 3M | +11.7% | +13.4% | -1.7% | +9.7% |
| 6M | +18.4% | +144.6% | -126.1% | +5.9% |
| YTD | -3.9% | +128.0% | -132.0% | -13.6% |
| 1Y | -9.7% | +68.7% | -78.3% | -16.9% |
| 3Y | +38.4% | +398.8% | -360.3% | +3.0% |
| 5Y | +21.6% | +87.3% | -65.7% | -9.2% |
| All | +47.8% | -9.0% | +56.8% | +21.9% |
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