+945.1%
IGV vs SCCO
+34,740.1%
-33,795.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.5% | +2.4% | -4.0% | -2.3% |
| 30D | -3.0% | +6.4% | -9.4% | -5.0% |
| 3M | +9.6% | +21.6% | -12.0% | +2.8% |
| 6M | +16.1% | +13.4% | +2.7% | +9.7% |
| YTD | -3.6% | +52.6% | -56.3% | -17.7% |
| 1Y | -7.8% | +122.4% | -130.2% | -29.8% |
| 3Y | +40.0% | +208.5% | -168.5% | -6.1% |
| 5Y | +21.2% | +353.9% | -332.7% | -29.3% |
| 10Y | +364.4% | +1,187.3% | -822.8% | +88.3% |
| All | +945.1% | +34,740.1% | -33,795.1% | -0.7% |
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