-5.8%
OSCR vs IFF
-29.4%
+23.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.7% |
| 6M | +144.6% | +23.0% | +121.5% | +117.6% |
| YTD | +128.0% | +25.5% | +102.6% | +98.7% |
| 1Y | +68.7% | +29.1% | +39.6% | +43.9% |
| 3Y | +398.8% | +31.7% | +367.1% | +297.2% |
| 5Y | +87.3% | -35.2% | +122.5% | +133.0% |
| All | -5.8% | -29.4% | +23.5% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling