-8.7%
OSCR vs IBB
+34.0%
-42.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -2.9% |
| 7D | +4.7% | -3.9% | +8.6% | +9.1% |
| 30D | +14.8% | +2.7% | +12.0% | +10.7% |
| 3M | +16.7% | +21.4% | -4.7% | -6.6% |
| 6M | +127.5% | +20.1% | +107.4% | +83.5% |
| YTD | +121.0% | +21.9% | +99.2% | +73.3% |
| 1Y | +58.4% | +44.1% | +14.3% | +2.6% |
| 3Y | +392.4% | +63.4% | +329.0% | +161.4% |
| 5Y | +80.5% | +19.8% | +60.7% | +38.4% |
| All | -8.7% | +34.0% | -42.8% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling