+19.5%
IP vs OSCR
+352.4%
-332.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -2.0% |
| 7D | -0.9% | -3.7% | +2.9% | -0.7% |
| 30D | +6.7% | -5.5% | +12.2% | +7.0% |
| 3M | -16.6% | +7.9% | -24.4% | -17.1% |
| 6M | +6.0% | +34.6% | -28.6% | +3.6% |
| YTD | -10.7% | +122.3% | -132.9% | -15.6% |
| 1Y | -6.7% | +111.5% | -118.2% | -11.8% |
| All | +19.5% | +352.4% | -332.9% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling