-17.5%
IP vs OSCR
+95.2%
-112.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.2% |
| 7D | +0.1% | +10.7% | -10.6% | -0.6% |
| 30D | -11.2% | +18.3% | -29.6% | -12.3% |
| 3M | +12.3% | +20.5% | -8.2% | +10.6% |
| 6M | -5.2% | +138.5% | -143.8% | -11.4% |
| YTD | -4.0% | +129.7% | -133.7% | -10.1% |
| 1Y | -19.2% | +62.8% | -82.0% | -23.1% |
| 3Y | +20.3% | +411.8% | -391.5% | +1.3% |
| 5Y | -17.5% | +99.9% | -117.4% | -35.8% |
| All | -17.5% | +95.2% | -112.7% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling