+76.9%
IVV vs OSCR
+386.4%
-309.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -0.2% |
| 7D | -0.4% | +4.7% | -5.1% | -0.6% |
| 30D | -1.4% | +14.8% | -16.2% | -2.1% |
| 3M | +3.7% | +16.7% | -13.0% | +2.6% |
| 6M | +13.0% | +127.5% | -114.5% | +7.3% |
| YTD | +12.4% | +121.0% | -108.6% | +6.8% |
| 1Y | +18.6% | +58.4% | -39.8% | +14.0% |
| All | +76.9% | +386.4% | -309.5% | +50.7% |
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