+747.8%
IWD vs SCCO
+30,437.9%
-29,690.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.9% |
| 7D | +2.3% | -1.9% | +4.2% | +2.7% |
| 30D | +3.6% | -17.4% | +21.0% | +8.6% |
| 3M | +2.2% | -11.7% | +13.8% | +4.6% |
| 6M | +13.0% | -12.1% | +25.1% | +14.7% |
| YTD | +26.5% | +20.9% | +5.6% | +15.6% |
| 1Y | +30.1% | +31.3% | -1.2% | +16.1% |
| 3Y | +84.9% | +170.3% | -85.4% | +29.8% |
| 5Y | +73.4% | +240.8% | -167.4% | +10.8% |
| 10Y | +204.0% | +683.6% | -479.6% | +45.7% |
| All | +747.8% | +30,437.9% | -29,690.1% | +74.6% |
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