+105.1%
OSCR vs IAG
+56.5%
+48.5%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +10.2% | -1.6% | +6.6% |
| 7D | +15.5% | +1.1% | +14.4% | +15.0% |
| 30D | +8.5% | -5.3% | +13.8% | +9.2% |
| 3M | +15.8% | +18.0% | -2.2% | +10.6% |
| 6M | +89.5% | +7.1% | +82.4% | +82.4% |
| YTD | +144.9% | +5.9% | +138.9% | +120.6% |
| 1Y | +105.1% | +59.4% | +45.7% | +25.8% |
| All | +105.1% | +56.5% | +48.5% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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