+398.8%
OSCR vs IVZ
+134.7%
+264.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | +1.6% | -2.4% | +4.0% | +2.5% |
| 30D | +10.7% | +3.0% | +7.6% | +9.4% |
| 3M | +13.4% | +14.9% | -1.5% | +6.5% |
| 6M | +144.6% | +36.7% | +107.8% | +113.9% |
| YTD | +128.0% | +25.7% | +102.4% | +106.1% |
| 1Y | +68.7% | +47.7% | +21.0% | +44.1% |
| 3Y | +398.8% | +138.8% | +260.0% | +211.9% |
| All | +398.8% | +134.7% | +264.1% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 3y: compounded portfolio wealth divided by compounded IVZ 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…
3y analysis · Full analysis span regression · 6 months rolling