+92.3%
IBB vs SSNC
+54.1%
+38.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.7% |
| 7D | +2.7% | -4.5% | +7.2% | +4.1% |
| 30D | +6.3% | -3.9% | +10.2% | +7.4% |
| 3M | +11.1% | -1.3% | +12.4% | +11.2% |
| 6M | +29.2% | +14.1% | +15.1% | +23.0% |
| YTD | +30.2% | -9.9% | +40.1% | +35.5% |
| 1Y | +39.5% | -6.2% | +45.7% | +42.4% |
| 3Y | +92.3% | +56.1% | +36.3% | +49.3% |
| All | +92.3% | +54.1% | +38.3% | +49.3% |
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 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