+26.8%
IP vs SCCO
+844.0%
-817.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | +1.1% |
| 7D | -3.0% | -0.9% | -2.1% | -2.7% |
| 30D | +10.6% | -15.0% | +25.6% | +16.4% |
| 3M | -13.6% | -9.1% | -4.5% | -11.6% |
| 6M | +10.4% | -0.9% | +11.3% | +8.7% |
| YTD | -6.5% | +29.7% | -36.2% | -18.4% |
| 1Y | -2.1% | +38.2% | -40.3% | -16.6% |
| 3Y | +22.0% | +191.5% | -169.5% | -26.2% |
| 5Y | -9.7% | +281.7% | -291.4% | -53.5% |
| 10Y | +26.8% | +830.3% | -803.5% | -57.1% |
| All | +26.8% | +844.0% | -817.2% | -57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling