-5.5%
IP vs SCCO
+32.2%
-37.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.7% |
| 7D | -2.8% | -2.4% | -0.4% | -2.2% |
| 30D | +9.2% | -16.5% | +25.7% | +13.9% |
| 3M | -16.1% | -10.4% | -5.8% | -14.5% |
| 6M | +9.6% | -2.8% | +12.3% | +8.2% |
| YTD | -8.8% | +27.2% | -35.9% | -25.3% |
| 1Y | -5.5% | +33.6% | -39.1% | -25.5% |
| All | -5.5% | +32.2% | -37.7% | -25.5% |
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 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