+64.8%
IBB vs SSNC
+51.8%
+13.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.7% | -0.9% |
| 7D | -1.7% | -1.8% | +0.1% | -1.1% |
| 30D | +4.9% | +1.9% | +3.0% | +4.2% |
| 3M | +24.2% | +18.4% | +5.8% | +17.1% |
| 6M | +23.8% | +7.0% | +16.9% | +21.1% |
| YTD | +23.0% | -6.9% | +29.9% | +27.0% |
| 1Y | +46.2% | -8.2% | +54.3% | +51.8% |
| 3Y | +64.8% | +50.5% | +14.3% | +29.4% |
| All | +64.8% | +51.8% | +13.0% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling