+24.6%
IBN vs SSNC
+47.5%
-22.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | -5.1% | -3.9% | -1.2% | -4.3% |
| 30D | -3.5% | -0.2% | -3.3% | -3.5% |
| 3M | +11.3% | +15.9% | -4.6% | +7.7% |
| 6M | +4.4% | +7.5% | -3.0% | +2.5% |
| YTD | -1.8% | -8.2% | +6.4% | -0.6% |
| 1Y | -8.0% | -9.3% | +1.4% | -6.5% |
| All | +24.6% | +47.5% | -22.9% | +7.0% |
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