+30.7%
IVZ vs SCCO
+43.0%
-12.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.2% | +3.7% |
| 7D | +2.6% | -7.9% | +10.5% | +4.7% |
| 30D | -3.5% | -13.0% | +9.5% | -0.4% |
| 3M | -7.4% | -6.9% | -0.5% | -6.5% |
| 6M | +14.7% | +11.0% | +3.7% | +10.6% |
| YTD | +14.6% | +30.3% | -15.7% | -1.3% |
| 1Y | +30.7% | +45.0% | -14.3% | +6.5% |
| All | +30.7% | +43.0% | -12.3% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling