+20.9%
IBB vs SSNC
+18.8%
+2.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.7% | -0.6% |
| 7D | -1.7% | -1.8% | +0.1% | -1.0% |
| 30D | +4.9% | +1.9% | +3.0% | +4.0% |
| 3M | +24.2% | +18.4% | +5.8% | +15.2% |
| 6M | +23.8% | +7.0% | +16.9% | +19.8% |
| YTD | +23.0% | -6.9% | +29.9% | +26.1% |
| 1Y | +46.2% | -8.2% | +54.3% | +50.6% |
| 3Y | +64.8% | +50.5% | +14.3% | +30.8% |
| 5Y | +20.9% | +17.4% | +3.5% | +8.6% |
| All | +20.9% | +18.8% | +2.2% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling