+808.3%
IWM vs SCCO
+36,526.1%
-35,717.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.1% | -5.3% | +5.4% | +1.8% |
| 30D | -1.3% | +2.7% | -3.9% | -2.4% |
| 3M | +1.6% | +4.2% | -2.6% | -0.9% |
| 6M | +13.6% | -0.6% | +14.2% | +11.4% |
| YTD | +20.8% | +45.0% | -24.2% | +3.3% |
| 1Y | +26.4% | +109.3% | -82.9% | -4.9% |
| 3Y | +60.7% | +180.8% | -120.1% | +6.0% |
| 5Y | +38.2% | +314.3% | -276.1% | -22.5% |
| 10Y | +169.5% | +1,083.3% | -913.8% | +1.7% |
| All | +808.3% | +36,526.1% | -35,717.9% | +11.4% |
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