-92.9%
IOVA vs SCCO
+688.0%
-780.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -40.7% |
| 3M | +19.0% | -11.7% | +30.7% | +25.3% |
| 6M | +112.0% | -12.1% | +124.1% | +120.2% |
| YTD | +184.2% | +20.9% | +163.4% | +151.6% |
| 1Y | +222.0% | +31.3% | +190.6% | +175.1% |
| 3Y | +92.6% | +170.3% | -77.8% | +18.2% |
| 5Y | -63.2% | +240.8% | -304.0% | -80.5% |
| 10Y | +2.1% | +683.6% | -681.5% | -64.3% |
| All | -92.9% | +688.0% | -780.9% | -97.3% |
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