-9.7%
IGV vs SCCO
+101.5%
-111.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.3% |
| 7D | -2.9% | -2.7% | -0.3% | -2.8% |
| 30D | -1.5% | -0.7% | -0.8% | -1.5% |
| 3M | +11.7% | +8.1% | +3.6% | +11.0% |
| 6M | +18.4% | +4.1% | +14.3% | +17.6% |
| YTD | -3.9% | +41.1% | -45.1% | -10.9% |
| 1Y | -9.7% | +95.6% | -105.2% | -19.9% |
| All | -9.7% | +101.5% | -111.2% | -19.9% |
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