+138.7%
IAU vs SSNC
+14.9%
+123.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -3.4% | -6.7% | +3.4% | -3.2% |
| 30D | -1.1% | -0.8% | -0.3% | -1.1% |
| 3M | +5.8% | +16.1% | -10.2% | +5.5% |
| 6M | -16.9% | +7.9% | -24.9% | -17.1% |
| YTD | +0.1% | -8.7% | +8.8% | +0.4% |
| 1Y | +18.4% | -9.5% | +27.9% | +18.8% |
| 3Y | +123.6% | +47.7% | +75.9% | +119.0% |
| 5Y | +138.7% | +17.6% | +121.1% | +127.4% |
| All | +138.7% | +14.9% | +123.8% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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