+2.0%
IBKR vs SCCO
+34.4%
-32.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.5% | -0.1% | -4.1% |
| 7D | -11.1% | -12.9% | +1.8% | -6.2% |
| 30D | -19.7% | -18.2% | -1.5% | -13.4% |
| 3M | -18.0% | -13.7% | -4.2% | -13.6% |
| 6M | -13.2% | +0.9% | -14.1% | -14.7% |
| YTD | +13.4% | +21.8% | -8.4% | -9.3% |
| 1Y | +2.0% | +30.5% | -28.5% | -23.9% |
| All | +2.0% | +34.4% | -32.5% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling