+19.8%
IBB vs SCCO
+355.0%
-335.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -3.9% | +2.4% | -6.3% | -4.4% |
| 30D | +2.7% | +6.4% | -3.7% | +1.4% |
| 3M | +21.4% | +21.6% | -0.2% | +16.2% |
| 6M | +20.1% | +13.4% | +6.7% | +15.8% |
| YTD | +21.9% | +52.6% | -30.8% | +9.8% |
| 1Y | +44.1% | +122.4% | -78.2% | +19.7% |
| 3Y | +63.4% | +208.5% | -145.1% | +22.7% |
| 5Y | +19.8% | +353.9% | -334.1% | -18.2% |
| All | +19.8% | +355.0% | -335.2% | -18.2% |
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