-64.3%
IOVA vs SCCO
+313.8%
-378.0%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.2% | +3.8% | -0.8% |
| 7D | -6.4% | -2.7% | -3.7% | -5.6% |
| 30D | +25.4% | -0.2% | +25.6% | +25.0% |
| 3M | +115.3% | +17.8% | +97.6% | +99.0% |
| 6M | +56.5% | +2.3% | +54.3% | +51.7% |
| YTD | +198.2% | +41.6% | +156.6% | +146.9% |
| 1Y | +242.0% | +101.9% | +140.1% | +143.0% |
| 3Y | +36.8% | +186.2% | -149.4% | -17.6% |
| 5Y | -64.3% | +309.7% | -373.9% | -81.9% |
| All | -64.3% | +313.8% | -378.0% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling