+82.6%
IVV vs OSCR
+89.4%
-6.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.8% |
| 7D | -2.0% | +1.1% | -3.1% | -2.1% |
| 30D | -1.6% | +16.5% | -18.1% | -2.8% |
| 3M | +4.8% | +17.0% | -12.2% | +3.3% |
| 6M | +12.6% | +145.0% | -132.4% | +4.7% |
| YTD | +11.8% | +126.7% | -114.9% | +4.3% |
| 1Y | +17.6% | +67.2% | -49.7% | +11.3% |
| 3Y | +77.0% | +405.1% | -328.1% | +46.0% |
| 5Y | +82.6% | +86.2% | -3.6% | +49.4% |
| All | +82.6% | +89.4% | -6.8% | +49.4% |
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