+86.2%
OSCR vs IBB
+17.1%
+69.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +4.0% |
| 7D | +1.1% | -5.2% | +6.3% | +6.6% |
| 30D | +16.5% | +1.5% | +15.0% | +13.8% |
| 3M | +17.0% | +22.1% | -5.2% | -6.6% |
| 6M | +145.0% | +17.7% | +127.2% | +102.4% |
| YTD | +126.7% | +20.2% | +106.5% | +81.0% |
| 1Y | +67.2% | +44.4% | +22.8% | +8.6% |
| 3Y | +405.1% | +61.1% | +344.0% | +173.6% |
| 5Y | +86.2% | +18.5% | +67.6% | +18.8% |
| All | +86.2% | +17.1% | +69.0% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling