-5.1%
OSCR vs IWD
+93.8%
-98.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +3.7% |
| 7D | +10.7% | -0.2% | +10.8% | +11.0% |
| 30D | +18.3% | -0.8% | +19.1% | +20.1% |
| 3M | +20.5% | +8.0% | +12.5% | +5.7% |
| 6M | +138.5% | +18.2% | +120.3% | +80.0% |
| YTD | +129.7% | +22.3% | +107.4% | +63.9% |
| 1Y | +62.8% | +28.9% | +33.9% | +7.0% |
| 3Y | +411.8% | +71.5% | +340.2% | +101.3% |
| 5Y | +99.9% | +73.6% | +26.3% | -17.3% |
| All | -5.1% | +93.8% | -98.9% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IWD 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling