-17.6%
IP vs SCCO
+104.1%
-121.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -5.3% | -5.3% | 0.0% | -4.0% |
| 30D | -10.9% | +2.7% | -13.5% | -11.5% |
| 3M | +11.2% | +4.2% | +7.0% | +9.0% |
| 6M | -10.2% | -0.6% | -9.6% | -12.9% |
| YTD | -2.0% | +45.0% | -47.0% | -13.0% |
| All | -17.6% | +104.1% | -121.7% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling