+23.9%
IP vs SCCO
+182.2%
-158.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.2% |
| 6M | -10.2% | -0.6% | -9.6% | -11.6% |
| YTD | -2.0% | +45.0% | -47.0% | -12.5% |
| 1Y | -19.1% | +109.3% | -128.4% | -34.1% |
| All | +23.9% | +182.2% | -158.2% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling