+75.5%
OSCR vs IBB
+51.5%
+24.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.6% |
| 7D | +5.8% | +1.4% | +4.4% | +4.9% |
| 30D | +7.1% | +10.5% | -3.4% | 0.0% |
| 3M | +36.7% | +23.6% | +13.0% | +17.7% |
| 6M | +114.3% | +22.6% | +91.7% | +84.8% |
| YTD | +124.4% | +25.7% | +98.7% | +86.0% |
| 1Y | +75.5% | +51.4% | +24.1% | +19.1% |
| All | +75.5% | +51.5% | +24.0% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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