+275.8%
IAU vs SSNC
+1,037.0%
-761.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -1.7% |
| 7D | +0.7% | -1.8% | +2.5% | +0.7% |
| 30D | +0.3% | +1.9% | -1.6% | +0.3% |
| 3M | +0.7% | +18.4% | -17.7% | +0.7% |
| 6M | -15.5% | +7.0% | -22.5% | -15.5% |
| YTD | +1.0% | -6.9% | +7.9% | +1.0% |
| 1Y | +19.6% | -8.2% | +27.7% | +19.6% |
| 3Y | +125.4% | +50.5% | +74.9% | +125.3% |
| 5Y | +140.7% | +17.4% | +123.4% | +139.8% |
| 10Y | +218.1% | +164.9% | +53.2% | +222.6% |
| All | +275.8% | +1,037.0% | -761.2% | +280.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling