+950.0%
IVZ vs SCCO
+33,989.4%
-33,039.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +0.6% | -5.3% | +5.9% | +3.0% |
| 30D | +4.0% | +2.7% | +1.3% | +2.2% |
| 3M | +18.2% | +4.2% | +14.0% | +14.5% |
| 6M | +32.8% | -0.6% | +33.5% | +29.8% |
| YTD | +28.7% | +45.0% | -16.2% | +3.7% |
| 1Y | +55.4% | +109.3% | -53.9% | +4.9% |
| 3Y | +135.2% | +180.8% | -45.6% | +34.1% |
| 5Y | +64.2% | +314.3% | -250.1% | -24.4% |
| 10Y | +64.6% | +1,083.3% | -1,018.7% | -54.3% |
| All | +950.0% | +33,989.4% | -33,039.4% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling