+123.1%
IBB vs SSNC
+184.6%
-61.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -0.5% | +2.3% | -2.8% | -1.4% |
| 30D | +4.6% | -3.1% | +7.7% | +5.6% |
| 3M | +6.8% | -2.7% | +9.6% | +7.6% |
| 6M | +23.1% | +23.7% | -0.6% | +11.7% |
| YTD | +26.0% | -8.0% | +34.1% | +28.3% |
| 1Y | +30.4% | -4.7% | +35.1% | +30.7% |
| 3Y | +85.4% | +58.0% | +27.4% | +48.5% |
| 5Y | +39.7% | +8.0% | +31.8% | +29.1% |
| All | +123.1% | +184.6% | -61.5% | +39.8% |
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