+1,054.0%
IJH vs SCCO
+35,555.0%
-34,501.0%
-55.1%
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 | -1.9% | -2.7% | +0.8% | -1.2% |
| 30D | -4.6% | -0.7% | -3.9% | -4.9% |
| 3M | -1.2% | +8.1% | -9.2% | -4.5% |
| 6M | +9.4% | +4.1% | +5.3% | +5.8% |
| YTD | +13.3% | +41.1% | -27.8% | -1.7% |
| 1Y | +13.4% | +95.6% | -82.2% | -11.8% |
| 3Y | +50.4% | +179.3% | -128.8% | +1.2% |
| 5Y | +49.0% | +308.3% | -259.3% | -13.9% |
| 10Y | +182.6% | +1,090.2% | -907.7% | +11.8% |
| All | +1,054.0% | +35,555.0% | -34,501.0% | +75.2% |
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