+816.6%
IVZ vs SCCO
+29,410.7%
-28,594.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +1.3% |
| 7D | +2.2% | -1.8% | +4.0% | +3.1% |
| 30D | -2.2% | -17.8% | +15.6% | +6.5% |
| 3M | -8.4% | -12.5% | +4.1% | -4.1% |
| 6M | +6.2% | -4.1% | +10.2% | +5.5% |
| YTD | +12.4% | +25.5% | -13.1% | -4.2% |
| 1Y | +26.0% | +31.0% | -5.0% | +5.3% |
| 3Y | +147.9% | +178.7% | -30.9% | +40.5% |
| 5Y | +38.8% | +279.7% | -240.9% | -33.9% |
| 10Y | +44.6% | +691.4% | -646.9% | -52.3% |
| All | +816.6% | +29,410.7% | -28,594.1% | -5.0% |
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