-2.1%
IGV vs SCCO
+109.6%
-111.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -4.5% | -5.3% | +0.8% | -4.1% |
| 30D | +3.2% | +2.7% | +0.5% | +3.0% |
| 3M | +4.5% | +4.2% | +0.3% | +4.2% |
| 6M | +22.1% | -0.6% | +22.7% | +21.7% |
| YTD | -1.0% | +45.0% | -46.0% | -8.1% |
| 1Y | -2.1% | +109.3% | -111.4% | -11.9% |
| All | -2.1% | +109.6% | -111.7% | -11.9% |
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