+73.2%
IWD vs SCCO
+243.3%
-170.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.7% |
| 7D | +2.3% | -1.9% | +4.2% | +2.6% |
| 30D | +3.6% | -17.4% | +21.0% | +7.0% |
| 3M | +2.2% | -11.7% | +13.8% | +3.8% |
| 6M | +13.0% | -12.1% | +25.1% | +14.2% |
| YTD | +26.5% | +20.9% | +5.6% | +18.1% |
| 1Y | +30.1% | +31.3% | -1.2% | +19.2% |
| 3Y | +84.9% | +170.3% | -85.4% | +37.9% |
| All | +73.2% | +243.3% | -170.0% | +16.7% |
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