+91.5%
OSCR vs IRM
+197.3%
-105.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.6% |
| 7D | +1.6% | -1.4% | +3.1% | +2.4% |
| 30D | +10.7% | -7.4% | +18.1% | +15.5% |
| 3M | +13.4% | -7.4% | +20.7% | +17.8% |
| 6M | +144.6% | +8.7% | +135.9% | +125.4% |
| YTD | +128.0% | +40.9% | +87.1% | +73.8% |
| 1Y | +68.7% | +20.5% | +48.1% | +43.1% |
| 3Y | +398.8% | +101.7% | +297.1% | +158.8% |
| All | +91.5% | +197.3% | -105.8% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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