+10.1%
IWF vs OSCR
+75.7%
-65.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.5% | +5.8% | -5.3% | +0.2% |
| 30D | -0.4% | +7.1% | -7.5% | -0.9% |
| 3M | -2.6% | +36.7% | -39.3% | -4.7% |
| 6M | +9.1% | +114.3% | -105.1% | +2.3% |
| YTD | +4.5% | +124.4% | -119.9% | -2.4% |
| 1Y | +10.1% | +75.5% | -65.4% | +3.4% |
| All | +10.1% | +75.7% | -65.7% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling