-6.4%
OSCR vs IVZ
+66.4%
-72.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | +1.1% | -2.4% | +3.4% | +2.3% |
| 30D | +16.5% | +2.5% | +14.0% | +14.9% |
| 3M | +17.0% | +17.1% | -0.1% | +6.1% |
| 6M | +145.0% | +35.1% | +109.8% | +105.1% |
| YTD | +126.7% | +24.3% | +102.4% | +98.3% |
| 1Y | +67.2% | +48.7% | +18.6% | +32.8% |
| 3Y | +405.1% | +135.6% | +269.5% | +184.5% |
| 5Y | +86.2% | +60.3% | +25.8% | +24.4% |
| All | -6.4% | +66.4% | -72.7% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling