+1,124.6%
IJR vs SCCO
+35,674.8%
-34,550.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.2% | +6.3% | +1.3% |
| 7D | -2.3% | -2.7% | +0.4% | -1.6% |
| 30D | -4.7% | -0.2% | -4.5% | -5.1% |
| 3M | +2.1% | +17.8% | -15.6% | -4.0% |
| 6M | +13.9% | +2.3% | +11.6% | +10.5% |
| YTD | +18.2% | +41.6% | -23.4% | +2.1% |
| 1Y | +21.8% | +101.9% | -80.1% | -6.6% |
| 3Y | +52.2% | +186.2% | -134.0% | +1.0% |
| 5Y | +40.1% | +309.7% | -269.6% | -19.7% |
| 10Y | +169.7% | +1,094.2% | -924.6% | +5.6% |
| All | +1,124.6% | +35,674.8% | -34,550.2% | +71.9% |
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 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