+47.4%
IGV vs OSCR
-9.5%
+56.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.9% |
| 7D | -5.4% | +1.1% | -6.4% | -5.5% |
| 30D | -2.6% | +16.5% | -19.1% | -4.4% |
| 3M | +10.5% | +17.0% | -6.5% | +8.1% |
| 6M | +18.2% | +145.0% | -126.8% | +5.7% |
| YTD | -4.2% | +126.7% | -131.0% | -13.8% |
| 1Y | -9.8% | +67.2% | -77.1% | -17.0% |
| 3Y | +39.1% | +405.1% | -366.0% | +3.3% |
| 5Y | +21.2% | +86.2% | -65.0% | -9.4% |
| All | +47.4% | -9.5% | +56.9% | +21.6% |
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