+75.5%
OSCR vs IFF
+34.4%
+41.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | +5.8% | -1.8% | +7.7% | +6.3% |
| 30D | +7.1% | -2.0% | +9.1% | +7.7% |
| 3M | +36.7% | +18.5% | +18.1% | +31.9% |
| 6M | +114.3% | +11.7% | +102.6% | +103.1% |
| YTD | +124.4% | +29.6% | +94.9% | +107.7% |
| 1Y | +75.5% | +35.0% | +40.5% | +61.5% |
| All | +75.5% | +34.4% | +41.0% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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