+22.4%
IP vs SCCO
+681.3%
-658.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.8% |
| 7D | -2.8% | -2.4% | -0.4% | -2.0% |
| 30D | +9.2% | -16.5% | +25.7% | +15.6% |
| 3M | -16.1% | -10.4% | -5.8% | -13.8% |
| 6M | +9.6% | -2.8% | +12.3% | +8.5% |
| YTD | -8.8% | +27.2% | -35.9% | -20.0% |
| 1Y | -5.5% | +33.6% | -39.1% | -18.7% |
| 3Y | +19.6% | +182.4% | -162.8% | -27.3% |
| 5Y | -13.5% | +262.8% | -276.2% | -55.0% |
| 10Y | +22.4% | +724.4% | -702.0% | -59.5% |
| All | +22.4% | +681.3% | -658.9% | -59.5% |
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