+40.3%
IBB vs SCCO
+255.6%
-215.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -1.7% |
| 7D | +1.6% | +1.7% | -0.1% | +1.3% |
| 30D | +6.7% | -18.1% | +24.8% | +10.7% |
| 3M | +6.3% | -12.8% | +19.2% | +8.8% |
| 6M | +23.9% | -8.5% | +32.4% | +24.7% |
| YTD | +26.6% | +23.9% | +2.7% | +18.3% |
| 1Y | +29.6% | +30.0% | -0.3% | +19.9% |
| 3Y | +86.1% | +175.2% | -89.1% | +41.5% |
| 5Y | +40.3% | +249.4% | -209.0% | +1.5% |
| All | +40.3% | +255.6% | -215.3% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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