+133.1%
IBB vs SSNC
+186.8%
-53.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.1% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | +6.8% | -1.9% | +8.7% | +7.4% |
| 3M | +9.2% | -0.2% | +9.4% | +8.9% |
| 6M | +28.3% | +19.4% | +8.9% | +18.1% |
| YTD | +29.4% | -8.1% | +37.5% | +31.8% |
| 1Y | +33.2% | -5.3% | +38.4% | +33.8% |
| 3Y | +90.2% | +56.9% | +33.3% | +52.7% |
| 5Y | +44.0% | +8.0% | +36.0% | +33.0% |
| 10Y | +133.1% | +183.6% | -50.5% | +46.3% |
| All | +133.1% | +186.8% | -53.7% | +46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling