-12.5%
IP vs OSCR
-11.8%
-0.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.8% | -1.3% | -4.8% |
| 7D | -4.6% | +4.7% | -9.3% | -4.9% |
| 30D | -15.3% | +14.8% | -30.0% | -16.0% |
| 3M | +2.7% | +16.7% | -14.0% | +1.5% |
| 6M | -7.4% | +127.5% | -134.9% | -12.6% |
| YTD | -8.8% | +121.0% | -129.8% | -13.9% |
| 1Y | -22.4% | +58.4% | -80.9% | -25.7% |
| 3Y | +14.2% | +392.4% | -378.2% | -1.5% |
| 5Y | -21.8% | +80.5% | -102.3% | -36.5% |
| All | -12.5% | -11.8% | -0.7% | -29.7% |
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