+55.4%
IOT vs SCCO
+324.0%
-268.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | -4.5% | -2.7% | -1.9% | -3.9% |
| 30D | -2.4% | -0.7% | -1.7% | -2.8% |
| 3M | +19.0% | +8.1% | +10.9% | +14.5% |
| 6M | +19.6% | +4.1% | +15.5% | +14.3% |
| YTD | +8.3% | +41.1% | -32.9% | -13.0% |
| 1Y | -0.8% | +95.6% | -96.4% | -32.4% |
| 3Y | +24.4% | +179.3% | -154.8% | -34.6% |
| All | +55.4% | +324.0% | -268.6% | -36.4% |
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