+22.8%
IGV vs SCCO
+304.9%
-282.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.2% | +6.6% | +0.9% |
| 7D | -5.4% | -2.7% | -2.7% | -4.9% |
| 30D | -2.6% | -0.2% | -2.4% | -2.9% |
| 3M | +10.5% | +17.8% | -7.2% | +5.9% |
| 6M | +18.2% | +2.3% | +15.9% | +15.8% |
| YTD | -4.2% | +41.6% | -45.8% | -15.1% |
| 1Y | -9.8% | +101.9% | -111.7% | -27.9% |
| 3Y | +39.1% | +186.2% | -147.1% | -3.2% |
| All | +22.8% | +304.9% | -282.1% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling