+114.2%
IWF vs OSCR
-9.0%
+123.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -0.9% | +1.6% | -2.5% | -1.1% |
| 30D | -1.7% | +10.7% | -12.4% | -2.6% |
| 3M | +0.7% | +13.4% | -12.7% | -0.7% |
| 6M | +8.6% | +144.6% | -136.0% | -0.3% |
| YTD | +3.5% | +128.0% | -124.5% | -4.6% |
| 1Y | +7.0% | +68.7% | -61.6% | +0.3% |
| 3Y | +76.3% | +398.8% | -322.4% | +41.1% |
| 5Y | +74.8% | +87.3% | -12.5% | +38.1% |
| All | +114.2% | -9.0% | +123.2% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling