+40.7%
IWM vs OSCR
-9.0%
+49.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | -2.4% | +1.6% | -4.0% | -2.6% |
| 30D | -4.6% | +10.7% | -15.2% | -5.6% |
| 3M | -0.3% | +13.4% | -13.6% | -2.0% |
| 6M | +14.7% | +144.6% | -129.8% | +3.3% |
| YTD | +17.8% | +128.0% | -110.2% | +6.5% |
| 1Y | +21.2% | +68.7% | -47.4% | +12.0% |
| 3Y | +62.3% | +398.8% | -336.4% | +24.0% |
| 5Y | +38.7% | +87.3% | -48.5% | +7.4% |
| All | +40.7% | -9.0% | +49.6% | +24.4% |
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 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