+9,974.9%
IRM vs SCCO
+29,708.5%
-19,733.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -1.6% |
| 7D | +1.6% | +3.4% | -1.8% | +0.9% |
| 30D | -4.2% | +6.6% | -10.8% | -5.6% |
| 3M | -5.4% | +24.5% | -29.9% | -10.0% |
| 6M | +12.0% | +16.5% | -4.5% | +7.4% |
| YTD | +42.0% | +52.1% | -10.1% | +28.1% |
| 1Y | +29.9% | +114.2% | -84.3% | +8.9% |
| 3Y | +104.4% | +207.4% | -103.1% | +56.2% |
| 5Y | +191.0% | +353.7% | -162.7% | +102.0% |
| 10Y | +417.1% | +1,144.5% | -727.4% | +182.8% |
| All | +9,974.9% | +29,708.5% | -19,733.6% | +3,557.4% |
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