+990.2%
IBKR vs SCCO
+1,104.1%
-113.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -1.3% | -2.7% | +1.3% | -0.6% |
| 30D | -0.2% | -0.7% | +0.5% | -0.3% |
| 3M | +3.0% | +8.1% | -5.1% | -0.3% |
| 6M | +33.9% | +4.1% | +29.8% | +30.0% |
| YTD | +42.5% | +41.1% | +1.4% | +23.5% |
| 1Y | +44.9% | +95.6% | -50.7% | +12.1% |
| 3Y | +293.0% | +179.3% | +113.8% | +156.3% |
| 5Y | +497.7% | +308.3% | +189.4% | +224.3% |
| All | +990.2% | +1,104.1% | -113.9% | +261.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling