+63.4%
IVZ vs SCCO
+1,159.3%
-1,096.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +1.2% | +2.4% | -1.3% | -0.2% |
| 30D | +1.8% | +6.4% | -4.6% | -1.9% |
| 3M | +15.7% | +21.6% | -5.8% | +4.1% |
| 6M | +36.3% | +13.4% | +22.9% | +24.7% |
| YTD | +24.9% | +52.6% | -27.7% | -4.6% |
| 1Y | +48.9% | +122.4% | -73.4% | -7.6% |
| 3Y | +136.8% | +208.5% | -71.6% | +16.5% |
| 5Y | +60.0% | +353.9% | -293.9% | -40.2% |
| 10Y | +63.4% | +1,187.3% | -1,123.9% | -68.2% |
| All | +63.4% | +1,159.3% | -1,096.0% | -68.2% |
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 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