+23.7%
IVZ vs SCCO
+32.2%
-8.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -1.2% |
| 7D | -2.8% | -2.4% | -0.4% | -2.1% |
| 30D | -2.2% | -16.5% | +14.3% | +2.2% |
| 3M | -8.1% | -10.4% | +2.3% | -6.2% |
| 6M | +3.8% | -2.8% | +6.5% | +3.1% |
| YTD | +11.5% | +27.2% | -15.7% | -4.4% |
| 1Y | +23.7% | +33.6% | -9.9% | +2.9% |
| All | +23.7% | +32.2% | -8.5% | +2.9% |
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