-92.1%
IOVA vs SCCO
+891.7%
-983.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -6.0% | -3.0% |
| 7D | +5.1% | +3.4% | +1.6% | +3.6% |
| 30D | +37.2% | +6.6% | +30.6% | +33.2% |
| 3M | +117.5% | +24.5% | +93.0% | +95.8% |
| 6M | +69.6% | +16.5% | +53.1% | +55.6% |
| YTD | +218.7% | +52.1% | +166.6% | +155.7% |
| 1Y | +265.5% | +114.2% | +151.4% | +152.9% |
| 3Y | +46.2% | +207.4% | -161.2% | -15.2% |
| 5Y | -63.2% | +353.7% | -417.0% | -82.8% |
| 10Y | +6.1% | +1,144.5% | -1,138.4% | -69.4% |
| All | -92.1% | +891.7% | -983.7% | -97.2% |
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