+42.4%
IVZ vs SCCO
+681.3%
-638.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -1.5% |
| 7D | -2.8% | -2.4% | -0.4% | -1.5% |
| 30D | -2.2% | -16.5% | +14.3% | +6.3% |
| 3M | -8.1% | -10.4% | +2.3% | -4.6% |
| 6M | +3.8% | -2.8% | +6.5% | +2.2% |
| YTD | +11.5% | +27.2% | -15.7% | -8.1% |
| 1Y | +23.7% | +33.6% | -9.9% | -0.7% |
| 3Y | +145.8% | +182.4% | -36.6% | +23.4% |
| 5Y | +36.1% | +262.8% | -226.6% | -43.8% |
| 10Y | +42.4% | +724.4% | -681.9% | -66.1% |
| All | +42.4% | +681.3% | -638.8% | -66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling