-5.8%
OSCR vs IWD
+93.8%
-99.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.9% |
| 7D | +1.6% | -0.8% | +2.4% | +2.9% |
| 30D | +10.7% | -0.8% | +11.5% | +12.4% |
| 3M | +13.4% | +6.9% | +6.4% | +1.3% |
| 6M | +144.6% | +18.3% | +126.3% | +84.3% |
| YTD | +128.0% | +22.4% | +105.7% | +62.7% |
| 1Y | +68.7% | +27.4% | +41.2% | +13.0% |
| 3Y | +398.8% | +71.2% | +327.6% | +97.0% |
| 5Y | +87.3% | +75.7% | +11.5% | -23.0% |
| All | -5.8% | +93.8% | -99.6% | -65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling