-13.6%
IP vs OSCR
+154.5%
-168.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +1.6% |
| 7D | -0.3% | +1.3% | -1.6% | -0.4% |
| 30D | +7.9% | -9.5% | +17.5% | +8.6% |
| 3M | -15.3% | +0.9% | -16.2% | -15.5% |
| 6M | +10.5% | +31.5% | -20.9% | +7.6% |
| YTD | -9.4% | +116.1% | -125.5% | -15.2% |
| 1Y | -4.6% | +122.6% | -127.2% | -11.3% |
| 3Y | +21.2% | +356.6% | -335.4% | +1.7% |
| All | -13.6% | +154.5% | -168.1% | -31.1% |
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