+23.7%
IP vs SCCO
+783.1%
-759.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | 0.0% |
| 7D | 0.0% | -1.8% | +1.8% | +0.6% |
| 30D | +9.4% | -17.8% | +27.1% | +16.4% |
| 3M | -14.1% | -12.5% | -1.6% | -10.9% |
| 6M | +9.2% | -4.1% | +13.2% | +8.6% |
| YTD | -7.5% | +25.5% | -33.0% | -18.5% |
| 1Y | -2.8% | +31.0% | -33.8% | -15.8% |
| 3Y | +21.2% | +178.7% | -157.5% | -26.0% |
| 5Y | -11.5% | +279.7% | -291.2% | -55.0% |
| 10Y | +23.7% | +691.4% | -667.8% | -58.7% |
| All | +23.7% | +783.1% | -759.4% | -58.7% |
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