+198.1%
IWD vs SCCO
+1,104.1%
-906.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -0.8% | -2.7% | +1.9% | -0.3% |
| 30D | -0.8% | -0.7% | -0.1% | -1.1% |
| 3M | +6.9% | +8.1% | -1.2% | +3.8% |
| 6M | +18.3% | +4.1% | +14.2% | +14.8% |
| YTD | +22.4% | +41.1% | -18.8% | +7.8% |
| 1Y | +27.4% | +95.6% | -68.1% | +1.8% |
| 3Y | +71.2% | +179.3% | -108.1% | +17.9% |
| 5Y | +75.7% | +308.3% | -232.6% | +3.0% |
| All | +198.1% | +1,104.1% | -906.0% | +17.5% |
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