+116.9%
IVV vs OSCR
-8.3%
+125.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.8% |
| 7D | +0.5% | +10.7% | -10.2% | -0.2% |
| 30D | -1.0% | +18.3% | -19.3% | -2.1% |
| 3M | +3.9% | +20.5% | -16.7% | +2.3% |
| 6M | +14.5% | +138.5% | -124.0% | +7.2% |
| YTD | +12.9% | +129.7% | -116.8% | +5.7% |
| 1Y | +19.4% | +62.8% | -43.4% | +13.6% |
| 3Y | +78.8% | +411.8% | -333.0% | +49.9% |
| 5Y | +82.2% | +99.9% | -17.7% | +50.4% |
| All | +116.9% | -8.3% | +125.2% | +85.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling