+68.7%
OSCR vs IWD
+28.9%
+39.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -1.1% |
| 7D | +1.6% | -0.8% | +2.4% | +3.1% |
| 30D | +10.7% | -0.8% | +11.5% | +12.6% |
| 3M | +13.4% | +6.9% | +6.4% | -0.3% |
| 6M | +144.6% | +18.3% | +126.3% | +66.6% |
| YTD | +128.0% | +22.4% | +105.7% | +40.4% |
| 1Y | +68.7% | +27.4% | +41.2% | -10.0% |
| All | +68.7% | +28.9% | +39.7% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling