+521.6%
IQV vs SCCO
+817.3%
-295.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.8% |
| 7D | -2.2% | -2.7% | +0.4% | -1.7% |
| 30D | +8.3% | -0.7% | +9.0% | +8.1% |
| 3M | +44.6% | +8.1% | +36.5% | +39.9% |
| 6M | +52.6% | +4.1% | +48.5% | +47.5% |
| YTD | +16.1% | +41.1% | -25.0% | +1.3% |
| 1Y | +37.3% | +95.6% | -58.3% | +8.0% |
| 3Y | +21.6% | +179.3% | -157.7% | -16.9% |
| 5Y | +0.5% | +308.3% | -307.8% | -40.6% |
| 10Y | +239.7% | +1,090.2% | -850.6% | +43.8% |
| All | +521.6% | +817.3% | -295.6% | +161.9% |
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