-5.8%
OSCR vs IBB
+32.4%
-38.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.4% |
| 7D | +1.6% | -4.2% | +5.9% | +6.2% |
| 30D | +10.7% | +1.1% | +9.6% | +8.4% |
| 3M | +13.4% | +19.0% | -5.7% | -7.4% |
| 6M | +144.6% | +18.9% | +125.7% | +99.3% |
| YTD | +128.0% | +20.3% | +107.7% | +81.1% |
| 1Y | +68.7% | +41.5% | +27.2% | +11.5% |
| 3Y | +398.8% | +60.3% | +338.5% | +170.6% |
| 5Y | +87.3% | +18.7% | +68.5% | +44.7% |
| All | -5.8% | +32.4% | -38.2% | -41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling