+86.2%
OSCR vs IWD
+72.1%
+14.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +3.1% |
| 7D | +1.1% | -2.3% | +3.4% | +5.3% |
| 30D | +16.5% | -1.8% | +18.3% | +20.4% |
| 3M | +17.0% | +8.0% | +9.0% | +2.1% |
| 6M | +145.0% | +17.0% | +128.0% | +85.5% |
| YTD | +126.7% | +21.3% | +105.4% | +61.3% |
| 1Y | +67.2% | +27.9% | +39.3% | +8.9% |
| 3Y | +405.1% | +70.1% | +335.1% | +88.8% |
| 5Y | +86.2% | +74.2% | +12.0% | -27.0% |
| All | +86.2% | +72.1% | +14.1% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling