+116.6%
IVV vs OSCR
-9.0%
+125.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.8% |
| 7D | -0.8% | +1.6% | -2.4% | -0.9% |
| 30D | -1.1% | +10.7% | -11.7% | -1.8% |
| 3M | +3.9% | +13.4% | -9.4% | +2.8% |
| 6M | +13.6% | +144.6% | -130.9% | +6.2% |
| YTD | +12.7% | +128.0% | -115.3% | +5.6% |
| 1Y | +17.6% | +68.7% | -51.1% | +11.6% |
| 3Y | +77.3% | +398.8% | -321.5% | +48.9% |
| 5Y | +84.1% | +87.3% | -3.2% | +52.2% |
| All | +116.6% | -9.0% | +125.5% | +85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling