+140.8%
IEMG vs SCCO
+1,104.1%
-963.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.3% | -2.7% | +1.4% | -0.5% |
| 30D | +1.9% | -0.7% | +2.6% | +1.7% |
| 3M | +1.4% | +8.1% | -6.7% | -2.0% |
| 6M | +15.2% | +4.1% | +11.1% | +11.9% |
| YTD | +23.8% | +41.1% | -17.3% | +7.2% |
| 1Y | +30.7% | +95.6% | -64.9% | +0.4% |
| 3Y | +83.3% | +179.3% | -96.0% | +19.4% |
| 5Y | +48.8% | +308.3% | -259.5% | -18.8% |
| All | +140.8% | +1,104.1% | -963.3% | -11.1% |
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