+167.3%
IP vs SCCO
+28,875.4%
-28,708.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -5.1% | -4.8% | -0.2% | -3.4% |
| 30D | +8.5% | -15.8% | +24.3% | +14.7% |
| 3M | -13.8% | -10.9% | -2.9% | -11.2% |
| 6M | +5.7% | -5.1% | +10.8% | +5.7% |
| YTD | -9.1% | +23.2% | -32.3% | -19.1% |
| 1Y | -0.8% | +30.7% | -31.5% | -13.6% |
| 3Y | +14.8% | +164.1% | -149.3% | -26.2% |
| 5Y | -11.5% | +271.3% | -282.8% | -51.7% |
| 10Y | +27.9% | +860.5% | -832.6% | -53.4% |
| All | +167.3% | +28,875.4% | -28,708.1% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling