+188.3%
IP vs SCCO
+33,989.4%
-33,801.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -5.3% | -5.3% | 0.0% | -3.4% |
| 30D | -10.9% | +2.7% | -13.5% | -11.9% |
| 3M | +11.2% | +4.2% | +7.0% | +8.4% |
| 6M | -10.2% | -0.6% | -9.6% | -11.6% |
| YTD | -2.0% | +45.0% | -47.0% | -17.0% |
| 1Y | -19.1% | +109.3% | -128.4% | -40.5% |
| 3Y | +20.9% | +180.8% | -159.9% | -23.4% |
| 5Y | -17.8% | +314.3% | -332.1% | -56.7% |
| 10Y | +23.5% | +1,083.3% | -1,059.8% | -57.9% |
| All | +188.3% | +33,989.4% | -33,801.1% | -61.7% |
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 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