+398.8%
OSCR vs IAG
+804.5%
-405.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.4% |
| 7D | +1.6% | -1.1% | +2.7% | +1.8% |
| 30D | +10.7% | +12.1% | -1.4% | +8.3% |
| 3M | +13.4% | +25.5% | -12.2% | +8.4% |
| 6M | +144.6% | -7.1% | +151.7% | +143.6% |
| YTD | +128.0% | +22.9% | +105.2% | +115.1% |
| 1Y | +68.7% | +83.3% | -14.7% | +49.0% |
| 3Y | +398.8% | +808.5% | -409.7% | +231.6% |
| All | +398.8% | +804.5% | -405.7% | +231.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling