+168.1%
IJR vs SCCO
+1,104.1%
-936.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | -2.2% | -2.7% | +0.5% | -1.5% |
| 30D | -4.6% | -0.7% | -3.9% | -4.9% |
| 3M | +0.2% | +8.1% | -7.9% | -3.4% |
| 6M | +14.7% | +4.1% | +10.6% | +10.5% |
| YTD | +18.9% | +41.1% | -22.3% | +1.0% |
| 1Y | +19.9% | +95.6% | -75.6% | -10.1% |
| 3Y | +53.0% | +179.3% | -126.2% | -4.1% |
| 5Y | +40.9% | +308.3% | -267.4% | -27.2% |
| All | +168.1% | +1,104.1% | -936.0% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling