+62.8%
IVZ vs SCCO
+339.1%
-276.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.1% | -4.1% |
| 7D | +1.1% | +3.4% | -2.4% | -0.4% |
| 30D | +3.1% | +6.6% | -3.5% | 0.0% |
| 3M | +18.2% | +24.5% | -6.3% | +7.5% |
| 6M | +38.6% | +16.5% | +22.1% | +27.8% |
| YTD | +25.9% | +52.1% | -26.2% | +0.8% |
| 1Y | +51.7% | +114.2% | -62.5% | +3.4% |
| 3Y | +138.7% | +207.4% | -68.8% | +30.9% |
| 5Y | +62.8% | +353.7% | -291.0% | -30.3% |
| All | +62.8% | +339.1% | -276.3% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling