+293.0%
IBKR vs SSNC
+49.3%
+243.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.4% |
| 7D | -1.3% | -4.0% | +2.7% | +0.5% |
| 30D | -0.2% | +0.5% | -0.8% | -0.5% |
| 3M | +3.0% | +18.9% | -16.0% | -6.3% |
| 6M | +33.9% | +10.8% | +23.0% | +26.4% |
| YTD | +42.5% | -7.1% | +49.6% | +48.2% |
| 1Y | +44.9% | -9.6% | +54.5% | +53.0% |
| 3Y | +293.0% | +51.1% | +241.9% | +248.6% |
| All | +293.0% | +49.3% | +243.8% | +248.6% |
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 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