+41.5%
IWM vs OSCR
-11.8%
+53.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -1.0% |
| 7D | -1.1% | +4.7% | -5.9% | -1.6% |
| 30D | -3.1% | +14.8% | -17.9% | -4.6% |
| 3M | +2.2% | +16.7% | -14.5% | +0.2% |
| 6M | +15.1% | +127.5% | -112.4% | +4.3% |
| YTD | +18.6% | +121.0% | -102.5% | +7.5% |
| 1Y | +24.0% | +58.4% | -34.4% | +15.3% |
| 3Y | +63.7% | +392.4% | -328.7% | +25.2% |
| 5Y | +38.2% | +80.5% | -42.3% | +7.4% |
| All | +41.5% | -11.8% | +53.3% | +25.6% |
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