+627.8%
IBB vs SSNC
+1,082.2%
-454.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | +1.4% | +0.6% | +0.8% | +1.1% |
| 30D | +10.5% | +6.0% | +4.4% | +7.9% |
| 3M | +23.6% | +21.0% | +2.7% | +13.9% |
| 6M | +22.6% | +12.1% | +10.5% | +16.1% |
| YTD | +25.7% | -3.2% | +28.9% | +25.6% |
| 1Y | +51.4% | -4.4% | +55.7% | +51.7% |
| 3Y | +64.4% | +51.6% | +12.8% | +35.3% |
| 5Y | +22.1% | +21.1% | +1.1% | +8.7% |
| 10Y | +132.5% | +177.7% | -45.2% | +41.3% |
| All | +627.8% | +1,082.2% | -454.4% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling