+26.6%
IP vs OSCR
+413.5%
-386.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.3% | +5.8% | -11.1% | -5.6% |
| 30D | -10.9% | +7.1% | -18.0% | -11.3% |
| 3M | +11.2% | +36.7% | -25.5% | +8.9% |
| 6M | -10.2% | +114.3% | -124.5% | -14.8% |
| YTD | -2.0% | +124.4% | -126.4% | -7.2% |
| 1Y | -19.1% | +75.5% | -94.6% | -22.9% |
| All | +26.6% | +413.5% | -386.9% | +11.5% |
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