-60.4%
IOVA vs SCCO
+243.3%
-303.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.7% |
| 7D | -3.5% | -1.9% | -1.6% | -2.8% |
| 30D | -45.4% | -17.4% | -28.0% | -41.0% |
| 3M | +19.0% | -11.7% | +30.7% | +25.0% |
| 6M | +112.0% | -12.1% | +124.1% | +119.9% |
| YTD | +184.2% | +20.9% | +163.4% | +152.3% |
| 1Y | +222.0% | +31.3% | +190.6% | +175.7% |
| 3Y | +92.6% | +170.3% | -77.8% | +21.5% |
| All | -60.4% | +243.3% | -303.7% | -77.6% |
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