+310.9%
SCCO vs IAG
+820.9%
-510.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.6% |
| 7D | -2.7% | -1.1% | -1.6% | -2.3% |
| 30D | -0.7% | +12.1% | -12.8% | -4.2% |
| 3M | +8.1% | +25.5% | -17.4% | +0.5% |
| 6M | +4.1% | -7.1% | +11.2% | +5.3% |
| YTD | +41.1% | +22.9% | +18.3% | +32.6% |
| 1Y | +95.6% | +83.3% | +12.2% | +65.9% |
| 3Y | +179.3% | +808.5% | -629.3% | +52.7% |
| All | +310.9% | +820.9% | -510.0% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling