+180.2%
SCCO vs IAG
+796.9%
-616.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.2% | -5.0% | -6.4% |
| 7D | -2.7% | -4.1% | +1.4% | -1.3% |
| 30D | -0.2% | +10.6% | -10.8% | -3.8% |
| 3M | +17.8% | +35.4% | -17.6% | +5.3% |
| 6M | +2.3% | -9.5% | +11.8% | +3.9% |
| YTD | +41.6% | +21.8% | +19.8% | +32.2% |
| 1Y | +101.9% | +84.1% | +17.7% | +68.8% |
| All | +180.2% | +796.9% | -616.7% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 3y: compounded portfolio wealth divided by compounded IAG 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…
3y analysis · Full analysis span regression · 6 months rolling