+527.8%
IBB vs SCCO
+30,406.0%
-29,878.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.1% | -3.3% |
| 7D | -1.7% | +3.4% | -5.1% | -2.5% |
| 30D | +4.9% | +6.6% | -1.8% | +3.1% |
| 3M | +24.2% | +24.5% | -0.3% | +17.2% |
| 6M | +23.8% | +16.5% | +7.4% | +17.8% |
| YTD | +23.0% | +52.1% | -29.2% | +8.8% |
| 1Y | +46.2% | +114.2% | -68.0% | +18.7% |
| 3Y | +64.8% | +207.4% | -142.6% | +19.6% |
| 5Y | +20.9% | +353.7% | -332.8% | -22.2% |
| 10Y | +121.6% | +1,144.5% | -1,022.9% | +7.0% |
| All | +527.8% | +30,406.0% | -29,878.3% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling