+14.8%
IP vs SCCO
+162.8%
-148.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -5.1% | -4.8% | -0.2% | -3.9% |
| 30D | +8.5% | -15.8% | +24.3% | +12.6% |
| 3M | -13.8% | -10.9% | -2.9% | -12.1% |
| 6M | +5.7% | -5.1% | +10.8% | +5.6% |
| YTD | -9.1% | +23.2% | -32.3% | -16.1% |
| 1Y | -0.8% | +30.7% | -31.5% | -9.7% |
| 3Y | +14.8% | +164.1% | -149.3% | -14.1% |
| All | +14.8% | +162.8% | -148.0% | -14.1% |
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