+21.2%
IP vs SCCO
+1,146.4%
-1,125.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.9% | -6.9% | -3.7% |
| 7D | +0.1% | +3.4% | -3.4% | -1.2% |
| 30D | -11.2% | +6.6% | -17.9% | -13.5% |
| 3M | +12.3% | +24.5% | -12.2% | +3.3% |
| 6M | -5.2% | +16.5% | -21.7% | -11.7% |
| YTD | -4.0% | +52.1% | -56.1% | -20.1% |
| 1Y | -19.2% | +114.2% | -133.4% | -41.2% |
| 3Y | +20.3% | +207.4% | -187.1% | -27.7% |
| 5Y | -17.5% | +353.7% | -371.2% | -60.0% |
| 10Y | +21.2% | +1,144.5% | -1,123.4% | -64.1% |
| All | +21.2% | +1,146.4% | -1,125.3% | -64.1% |
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