+143.5%
IWM vs SCCO
+682.0%
-538.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | +0.5% |
| 7D | +1.4% | -1.9% | +3.3% | +2.0% |
| 30D | +2.3% | -17.4% | +19.7% | +8.8% |
| 3M | -8.3% | -11.7% | +3.3% | -5.3% |
| 6M | -1.3% | -12.1% | +10.8% | +1.0% |
| YTD | +13.5% | +20.9% | -7.4% | +1.0% |
| 1Y | +18.4% | +31.3% | -12.9% | +2.1% |
| 3Y | +69.6% | +170.3% | -100.7% | +5.6% |
| 5Y | +23.3% | +240.8% | -217.5% | -32.7% |
| All | +143.5% | +682.0% | -538.4% | -12.7% |
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 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