-13.6%
IP vs SCCO
+243.3%
-256.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +2.1% |
| 7D | -0.3% | -1.9% | +1.6% | +0.2% |
| 30D | +7.9% | -17.4% | +25.4% | +13.0% |
| 3M | -15.3% | -11.7% | -3.7% | -13.2% |
| 6M | +10.5% | -12.1% | +22.6% | +12.6% |
| YTD | -9.4% | +20.9% | -30.3% | -16.6% |
| 1Y | -4.6% | +31.3% | -36.0% | -14.1% |
| 3Y | +21.2% | +170.3% | -149.1% | -14.8% |
| All | -13.6% | +243.3% | -256.9% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling