+145.0%
OSCR vs IAG
-10.0%
+155.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +2.9% |
| 7D | +1.1% | -4.1% | +5.1% | +1.7% |
| 30D | +16.5% | +10.6% | +5.9% | +14.1% |
| 3M | +17.0% | +35.4% | -18.4% | +9.8% |
| 6M | +145.0% | -9.5% | +154.5% | +144.2% |
| All | +145.0% | -10.0% | +155.0% | +144.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling