+91.5%
OSCR vs IFF
-35.8%
+127.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +1.6% | -3.2% | +4.8% | +3.2% |
| 30D | +10.7% | -0.3% | +11.0% | +10.8% |
| 3M | +13.4% | +8.4% | +4.9% | +8.6% |
| 6M | +144.6% | +23.0% | +121.5% | +116.8% |
| YTD | +128.0% | +25.5% | +102.6% | +97.8% |
| 1Y | +68.7% | +29.1% | +39.6% | +43.2% |
| 3Y | +398.8% | +31.7% | +367.1% | +292.8% |
| All | +91.5% | -35.8% | +127.3% | +148.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling