+191.8%
IRM vs SCCO
+313.8%
-122.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.2% | +5.2% | -0.5% |
| 7D | -1.8% | -2.7% | +0.9% | -1.3% |
| 30D | -7.8% | -0.2% | -7.6% | -8.0% |
| 3M | -7.9% | +17.8% | -25.6% | -11.8% |
| 6M | +6.3% | +2.3% | +4.1% | +4.3% |
| YTD | +38.2% | +41.6% | -3.4% | +24.2% |
| 1Y | +19.8% | +101.9% | -82.1% | -1.3% |
| 3Y | +98.8% | +186.2% | -87.4% | +44.3% |
| 5Y | +191.8% | +309.7% | -117.9% | +87.2% |
| All | +191.8% | +313.8% | -122.0% | +87.2% |
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