-6.4%
OSCR vs IAG
+583.3%
-589.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.3% |
| 3M | +17.0% | +35.4% | -18.4% | +10.5% |
| 6M | +145.0% | -9.5% | +154.5% | +145.2% |
| YTD | +126.7% | +21.8% | +104.9% | +114.3% |
| 1Y | +67.2% | +84.1% | -16.9% | +47.6% |
| 3Y | +405.1% | +817.4% | -412.2% | +230.9% |
| 5Y | +86.2% | +830.1% | -743.9% | +15.2% |
| All | -6.4% | +583.3% | -589.7% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling