+127.2%
IEF vs SCCO
+26,570.1%
-26,442.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.2% | +6.4% | -1.0% |
| 7D | -1.2% | -2.7% | +1.5% | -1.3% |
| 30D | -1.5% | -0.2% | -1.3% | -1.4% |
| 3M | -1.7% | +17.8% | -19.4% | -1.1% |
| 6M | -3.5% | +2.3% | -5.8% | -3.3% |
| YTD | -2.6% | +41.6% | -44.2% | -1.2% |
| 1Y | -2.4% | +101.9% | -104.3% | +0.3% |
| 3Y | +8.9% | +186.2% | -177.2% | +13.9% |
| 5Y | -9.2% | +309.7% | -318.9% | -3.3% |
| 10Y | +3.9% | +1,094.2% | -1,090.4% | +17.2% |
| All | +127.2% | +26,570.1% | -26,442.9% | +203.5% |
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 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